Skip to Content
Symphonies
Feaver Frontrunner V5 WM 74 mod no VIX added VOX
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical timer for ~60% of the portfolio: avoids overheated markets (parks in BIL+BTAL), buys sharp selloffs with TQQQ/UPRO, and in downtrends often shorts tech via SQQQ/PSQ. Uses RSI “heat” and a 200‑day trend filter.
NutHow it works
It controls ~60% of the account. Each day it takes a 0–100 “heat” reading (RSI) on key stock groups: broad U.S. (SPY), global mega‑caps (IOO), tech (QQQ/TQQQ), value (VTV), financials (XLF), and communications (VOX). If things look too hot (>79–81), it parks 75% in T‑bills (BIL) and 25% in BTAL (a defensive anti‑beta fund). If very cold (<30), it buys the dip with TQQQ or UPRO (3x funds). Otherwise, if SPY is below its 200‑day trend, it often shorts tech with SQQQ/PSQ, occasionally using QQQ/TQQQ when bonds (TLT/IEF) look strong. Rebalances daily.
CheckmarkValue prop
Out-of-sample: Sharpe ~1.12 vs S&P ~1.02, annualized return ~48% vs ~18%, Calmar ~2.13. Tactical timing with hedges targets stronger upside and better risk-adjusted returns, delivering higher upside with controlled risk relative to the S&P.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical timing, risk-on/off, rsi, trend filter, leveraged/inverse etfs, cash parking, defensive btal
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 50.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.66%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.