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Symphonies
Fund Surf Compilation 2.2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, regime‑aware “surfing” between leveraged stock funds, cash‑like bonds, USD+Gold hedges, and bearish funds. Uses long‑term trends (200‑day avg) and short‑term RSI to buy rebounds when safe and defend when markets weaken.
NutHow it works
It rebalances daily. First it asks: is the S&P 500 (SPY) in an uptrend (price above its 200‑day average—a long‑term trend line)? - If yes: buy the one with the lowest 20‑day RSI (a 0–100 “hot/cold” score; low=recently fell) among TQQQ (3× Nasdaq), SPXL (3× S&P), or SHY (short‑term Treasuries). - If no: depending on short‑term RSI and 20‑day trends in QQQ/PSQ, either hide in UUP (US dollar)+GLD (gold) split by stability, or short with SQQQ/SPXS; sometimes bonds (BSV).
CheckmarkValue prop
Out-of-sample edge: ~54.7% annualized return vs SPY ~23.1%, Calmar ~1.19 (strong risk-adjusted) thanks to regime-aware shifts among leveraged longs, hedges, and safe havens—though drawdowns can be larger in severe selloffs.

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Invest in this strategy
OOS Start Date
Sep 25, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, rsi, leveraged etfs, inverse etfs, hedging, risk-on/risk-off
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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.

"Fund Surf Compilation 2.2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Fund Surf Compilation 2.2" is currently allocated toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Fund Surf Compilation 2.2" has returned 48.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Fund Surf Compilation 2.2" is 45.89%. 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 "Fund Surf Compilation 2.2", 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.