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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

Aggressive, daily system that buys 3x equity dips, hedges overheated markets with UVXY, and otherwise rides multi‑window trends via bull/bear 3x ETF baskets—parking in T‑bills when volatility spikes.
NutHow it works
Daily, several small “bots” run. If a 3x equity fund looks very cold (RSI < 30), buy the dip (TQQQ, SPXL, SOXL). If markets look red‑hot (RSI > 80), briefly own UVXY (a volatility spike hedge). If neither, a core trend check compares stocks (SPY) vs commodities (DBC) across 100–600 days to pick bull or bear baskets, weighted by risk. If volatility runs hot (VIXM), sit in T‑bills (BIL).
CheckmarkValue prop
Out-of-sample edge: ~35.9% annualized returns vs SPY ~22.5%, with solid oos Sharpe (~1.08) and Calmar (~1.11). Uses dip-buy 3x ETFs, multi-window trends, and volatility hedges (UVXY) with cash backups for risk management.
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
623.63%14.84%-0.15%0.4%0.91
i6 - Dippy Q + Pop Bots l BrianE l Nov21st 2011
472,325.83%80.68%3.28%-0.15%2.04
Initial Investment
$10,000.00
Final Value
$47,242,582.93
Regulatory Fees
$69,469.63
Total Slippage
$473,597.56
Invest in this strategy
OOS Start Date
Nov 6, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend following, mean reversion, volatility timing, tactical allocation, daily rebalancing
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
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 35.26%. 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.