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Symphonies
Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules switch between: 2x Nasdaq in uptrends; U.S. dollar in clear downtrends; and, in between, either buy an oversold dip or pair a tech short with defensive staples. Signals come from SPY’s long/short-term trends and a short-term oversold reading.
NutHow it works
It uses SPY (the S&P 500 ETF) as a market thermometer (200‑day average = long‑term trend). - If SPY is above that average: go 100% QLD (2x Nasdaq‑100). - If below and 200‑day > 50‑day (clear downtrend): go UUP (stronger U.S. dollar). - Else: if RSI10<30 (very oversold), buy the dip with QLD; otherwise split QID (‑2x Nasdaq‑100) and XLP (defensive consumer staples).
CheckmarkValue prop
Out-of-sample, this strategy targets ~43% annualized returns with ~1.17 Sharpe and Calmar ~1.35, vs SPY's ~23%. It dynamically shifts between leveraged Nasdaq, USD hedges, and dip-defense for higher upside with controlled risk.

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Invest in this strategy
OOS Start Date
Sep 26, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Regime switching, trend following, tactical, leveraged etfs, nasdaq-100, rsi dip-buying, defensive, dollar hedge, shorting
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 43.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.98%. 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, crypto, and options.