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Symphonies
High or Normal Inflation? | Leveraged
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule‑based, leveraged strategy that classifies market trend and inflation pressure, then rotates among 2x Nasdaq/S&P, inverse hedges, and Treasury ETFs. It aims to ride trends, fade extremes, and adapt to inflation—at the cost of very high volatility and risk.
NutHow it works
1) Stock trend: SPY vs its 200‑day avg (below = bear, above = bull). 2) Inflation: long‑Treasury trend (TLT vs 400‑day avg) plus T‑bills vs 7–10yr bonds (BIL vs IEF). 3) Bulls: mostly 2x Nasdaq (QLD), but after sharp drops/spikes or when overheated (RSI, 0–100: <30 washed‑out, >80 hot) it briefly hedges (‑2x QID) or moves to Treasuries (TMF). Bears: favor hedges (QID) or bonds (BSV/TLT), with some rebound tries (QLD/SSO). A sleeve rotates QLD vs 3x Treasury short (TMV).
CheckmarkValue prop
Out-of-sample: ~39% annualized return vs SPY ~24%, Calmar ~1.07, Sharpe ~1.08. Regime-driven trend-following with inflation hedges. Higher volatility and drawdowns than SPY, but stronger upside potential.

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Invest in this strategy
OOS Start Date
Oct 15, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged, regime-switching, trend-following, momentum, mean-reversion, inflation-aware, tactical etfs, long/short
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

"High or Normal Inflation? | Leveraged" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"High or Normal Inflation? | Leveraged" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "High or Normal Inflation? | Leveraged" has returned 36.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "High or Normal Inflation? | Leveraged" is 36.82%. 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 "High or Normal Inflation? | Leveraged", 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.