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Symphonies
i1 BrianE's TQQQ 4TLT + Pop l BrianE l Nov 2nd 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, daily-traded system that buys dips in 3x tech/S&P/semis, hedges when markets run hot, and falls back to inverse tech, bonds, the US dollar, or defensive sectors in downtrends. Very high risk due to leverage and volatility products.
NutHow it works
Daily it does two things. 1) About 80% hunts for short-term “pops.” If tech/S&P/semis look washed out (a 10‑day “too cold/oversold” gauge is <30), it buys their 3x funds (TQQQ/SPXL/SOXL). If they look too hot (>80), it briefly holds UVXY (a fear gauge) as a hedge. If neither, it uses trend/volatility checks to pick offense (TQQQ/TECL/SOXL), defense (SQQQ), or short‑term bonds (BSV/BIL). 2) The other 20% is a trend model: in bull phases it holds TQQQ/SPXL plus some US dollar (USDU); in bear phases it rotates to defensive sectors (XLP/XLU/XLE), the dollar, and T‑bills/short Treasuries (BIL/SHY), with an emergency UVXY overlay when markets get overheated.
CheckmarkValue prop
Out-of-sample edge: ~56.5% annualized return vs SPY ~22.5%, Calmar ~1.60, with robust hedging. Seeks rapid tech/semis gains while managing risk, delivering higher upside potential than the S&P, though with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.590.970.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
358.1%13.4%-0.15%0.4%0.81
i1 BrianE's TQQQ 4TLT + Pop l BrianE l Nov 2nd 2011
260,531.12%91.57%-4.73%-2.76%1.86
Initial Investment
$10,000.00
Final Value
$26,063,111.66
Regulatory Fees
$67,491.76
Total Slippage
$458,949.14
Invest in this strategy
OOS Start Date
Nov 6, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, leveraged etfs, mean reversion, trend-following, volatility hedging, tech-heavy, daily rebalance, defensive rotation
Tickers in this symphonyThis symphony trades 17 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
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toBSV, USDU, SOXL, TQQQandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 47.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.26%. 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.