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Symphonies
Fund Surfing + V1.1 Bear BUYDIPS, Bull HFEAR
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Calm markets: buy the most oversold of 3× stock funds or short Treasuries. Choppy markets: buy big Nasdaq/S&P dips (with bounce-avoidance) or sit in a dollar/gold/staples safety mix. In healthy uptrends, run a 55/45 leveraged stock–bond barbell.
NutHow it works
1) Checks how “choppy” SPY has been (21‑day volatility), blending 1% and 2% cutoffs to smooth decisions. 2) If calm: “surf” the most beaten‑down (lowest RSI) of TQQQ/UPRO/SHY. TQQQ/UPRO=3× Nasdaq/S&P; SHY=short‑term Treasuries. 3) If choppy: If SPY’s 1‑yr drop >10%, buy 5‑day >5% dips in QQQ/SPY via TQQQ/UPRO unless they just spiked >5% in 1 day; else hold UUP/GLD/XLP (dollar/gold/staples). If no big drawdown, run ~55% UPRO/TQQQ + ~45% TMF (3× long Treasuries), else safety mix.
CheckmarkValue prop
Out-of-sample return: 50.6% annualized vs SPY 22.6%, with Calmar 1.01 and Sharpe 1.18. Regime-aware, levered stock-bond exposure plus hedges seek bigger upside than the S&P while managing risk; note higher drawdowns can occur in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.311.610.550.74
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
690.78%13.85%-0.15%0.4%0.84
Fund Surfing + V1.1 Bear BUYDIPS, Bull HFEAR
180,691.35%60.06%0.98%-7.72%1.45
Initial Investment
$10,000.00
Final Value
$18,079,134.64
Regulatory Fees
$49,568.38
Total Slippage
$331,805.48
Invest in this strategy
OOS Start Date
Feb 20, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, dip buying, volatility filter, rsi-based, leveraged etfs, risk-on/risk-off, trend-following, defensive hedges
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 43.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 50.31%. 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.