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Symphonies
HEDGED & LEVERAGED - BONDS & STOCKS - V2.1.1 - BT 12-6-2012 Replace UPRO with TECL, TQQQ, and SOXL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based rotation that uses bond and stock trends to toggle between leveraged tech/semis, Treasuries, hedges, or T‑bills. Bonds’ trend sets the backdrop; stocks’ trend gates risk‑on. When trends fade, it picks recent winners or parks in cash-like bills.
NutHow it works
Check TLT trend (above ~150‑day avg?). - If yes, check SPY trend (above ~200‑day?). • Both up: split across TECL/TQQQ/SOXL (3x tech/semis), TMF (3x Treasuries), and PHDG (hedged S&P). • Stocks not up: hold TLT. - If TLT not up: • TLT weak: buy the 2 best 5‑day performers from TMV (short Treasuries), UDOW (3x Dow), or BIL (T‑bills). • Else: put 75% in the 30‑day leader from TMF, UPRO, TMV, MOAT, BRK.B, USMV. Rebalance daily.
CheckmarkValue prop
Out-of-sample annualized return 29.3% vs S&P 23.6%; Calmar ~0.85. A rules-based regime rotation among leveraged tech, Treasuries, and hedges seeks stronger growth with risk controls, aiming for superior growth vs the S&P.

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Invest in this strategy
OOS Start Date
Dec 17, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend following,tactical allocation,leveraged etfs,us stocks,us treasuries,momentum,hedged,daily rebalance,risk management
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 toSOXL, TMF, PHDG, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.26%. 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, crypto, and options.