Skip to Content
Symphonies
HEDGED & LEVERAGED - BONDS & STOCKS - V2.1.1 - BT 12-6-2012 Replace UPRO with TECL, TQQQ, and SOXL
Today’s Change
—

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

About

Daily trend-and-momentum rotation using leveraged ETFs. Bonds set the master risk regime; tech-heavy when both bonds and stocks trend up, defensive in Treasuries or T‑Bills when risk rises, and otherwise backs recent winners with a cash buffer.
NutHow it works
Each day it checks trends using moving averages (today’s price vs the average over the last 150/200/23 days). If long‑term Treasuries and stocks are both rising, it splits across 3x tech, 3x Treasuries, and a hedged S&P fund. If stocks are weak, it parks in Treasuries. If Treasuries are weak, it either holds recent short‑term winners (inverse Treasuries, 3x Dow, or T‑Bills) or puts 75% in the single best 30‑day performer from a mixed stock/bond list.
CheckmarkValue prop
Out-of-sample: ~29% annualized return vs SPY ~23%, with Calmar ~0.84 and a bond-led risk regime that rotates into leveraged tech. Higher upside, but expect larger drawdowns in bear markets.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 17, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, leveraged etfs, risk-on/risk-off, stocks & treasuries, daily rebalanced
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
MOAT
VanEck Morningstar Wide Moat ETF
Stocks
PHDG
Invesco S&P 500 Downside Hedged ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X 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 toTMVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.49%. 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.