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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

Daily mix of “buy the dip” and trend regime. Buys TQQQ/SPXL/SOXL on washouts; flips to UVXY when markets look too hot; else rotates among 3x Nasdaq/Healthcare/(sometimes Financials) and 3x Treasuries or their inverses, or parks in T‑Bills. Very aggressive/high risk.
NutHow it works
Each day it checks a simple 0–100 “hot/cold” score of recent price moves. If Nasdaq/S&P looks too hot (>80), it briefly buys fear (UVXY). If they look washed out (<30), it buys the dip (TQQQ/SPXL/SOXL). Otherwise, if the fear gauge is very hot, it parks in T‑Bills (BIL). If not, it picks a Bull or Bear basket by seeing if stocks beat commodities over many lookbacks (100–600 days), then weights picks by how calm they’ve been. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this strategy aims for higher upside: ~36.6% annualized vs 22.4% for the S&P 500, with regime switching and diversified hedges. Calmar ~1.14 indicates solid risk-adjusted gains, though drawdowns may be larger in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.481.050.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
630.52%15.06%2.19%5.01%0.92
i6 - Dippy Q + Pop Bots l BrianE l Nov21st 2011
469,938.45%81.55%0.91%4.79%2.05
Initial Investment
$10,000.00
Final Value
$47,003,844.74
Regulatory Fees
$67,178.48
Total Slippage
$457,879.41
Invest in this strategy
OOS Start Date
Nov 6, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, volatility trading, mean‑reversion, regime switching, trend/momentum, inverse‑vol weighting, daily rebalancing, high risk
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 Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
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, TQQQ, FASandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.64%. 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, crypto, and options.