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

Rules-based, daily trend/momentum switcher that rotates between 3× tech/stocks, long or short long‑term Treasuries, quality/low‑vol stocks, and cash‑like T‑bills to seek strong gains with crash protection.
NutHow it works
Daily it checks two trends: are long‑term US Treasury bonds (TLT) and the S&P 500 above their long‑term averages? If both are, it splits across 3× tech funds (TECL, TQQQ, SOXL), a 3× Treasury fund (TMF), and a hedged stock fund (PHDG). If stocks are weak but Treasuries strong, it sits in TLT. If Treasuries aren’t strong, it either rides short‑term winners among shorting Treasuries (TMV), a 3× Dow fund (UDOW), or T‑bills (BIL), or puts most money in the best 1‑month performer (TMF, UPRO, TMV, MOAT, BRK.B, USMV).
CheckmarkValue prop
Out-of-sample return ~29% vs SPY ~23%; regime-switching across leveraged tech and Treasuries with crash protection. Higher upside than SPY, with built-in risk controls—note drawdowns can be larger in downturns.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 17, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime switching, trend following, momentum, leveraged etfs, bonds + stocks, daily rebalance, downside hedge
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 Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toSOXL, TMF, PHDG, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.93%. 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.