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Symphonies
i6 - Dippy Q + Pop Bots l BrianE l Nov21st 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, high-octane playbook: buy 3x Nasdaq/S&P/semis on sharp dips, buy a VIX fund when they look overheated, otherwise follow a multi-horizon trend filter (stocks vs commodities) to hold a bullish or bearish leveraged basket, with a VIX-to-cash safety switch.
NutHow it works
Splits money across mini-systems (bots). On big dips (10-day RSI < 30) in Nasdaq/S&P/semis, it buys the 3x fund for a bounce (TQQQ, SPXL, SOXL). On “too hot” readings (RSI > 80), it buys a VIX fund (UVXY). If no signal, a 100–600 day trend check: if stocks (SPY) beat commodities (DBC), hold a bullish, lower-vol-weighted mix; otherwise a bearish mix. If VIX is extreme, park in T-bills (BIL). RSI = short-term “hot/cold” meter. Rebalances daily. Very aggressive.
CheckmarkValue prop
Out-of-sample return: 35.9% vs the S&P ~22.5%; Calmar ~1.11 and Sharpe ~1.08. Higher upside from dip-buying in leveraged tech/semis, plus volatility hedges and regime-based risk control—aimed at beating the S&P over time.

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Invest in this strategy
OOS Start Date
Nov 6, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, mean-reversion + trend, volatility timing, daily rebalance
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
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

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 toTMF, CURE, SVXY, FAZ, TQQQ, FAS, TMV, BILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.23%. 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.