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

About

Rules-based switch: ride uptrends with 2x Nasdaq (QLD), defend in downtrends with USD (UUP), buy deep dips, or split between −2x Nasdaq (QID) and Staples (XLP). Signals come from SPY’s 200‑day average and a short-term RSI.
NutHow it works
It watches the S&P 500 (SPY). If SPY is above its 200‑day average, it buys a 2x Nasdaq‑100 fund (QLD). If SPY is below: when the 200‑day avg is above the 50‑day avg (downtrend), it holds the U.S. dollar (UUP). Otherwise it checks RSI (a short‑term “overbought/oversold” score): if RSI<30, buy QLD; if not, split 50/50 between a −2x Nasdaq fund (QID) and Consumer Staples (XLP).
CheckmarkValue prop
Seeks higher growth with a signal-driven mix of leveraged Nasdaq exposure and defensive hedges. OOS annual return ~41.8% vs SPY ~23.1%, Calmar ~1.31 and Sharpe ~1.15. Note potential drawdown up to ~32% during downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.860.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
548.74%10.32%-2.23%-2.01%0.6
Franklin Simple Regime Switching, Dip Buying, Shorting with Leveraged Nasdaq (2x), and MACD
25,726.82%33.89%-1.66%-6.74%1.06
Initial Investment
$10,000.00
Final Value
$2,582,681.77
Regulatory Fees
$1,468.41
Total Slippage
$8,471.41
Invest in this strategy
OOS Start Date
Sep 26, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, regime switching, leveraged etfs, rsi, tactical rotation, shorting, defensive assets
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.63%. 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, and options.