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Symphonies
Inflation Protected Simple Beta Baller Signal | IEF>IBTK (Other IBT*, SPTI ,SCHQ are related) & SHY>SBND (IBTF, ITBG, ITBE are related)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, high‑octane strategy that’s mostly in 3x semiconductors when bonds say “risk‑on,” briefly parks in short Treasuries if stocks are overheated, and may flip to inverse or defensive plays at extremes. Very high risk/drawdowns.
NutHow it works
Daily, it uses a simple “hot/cold” score (RSI) on bonds and stocks. If longer Treasuries outrun T‑bills, it rides 3x semiconductors (SOXL); if the S&P 500 looks too hot, it parks in short Treasuries (SHY). In risk‑off, it may switch to 3x inverse semis or to 3x tech (TECL), choosing the most “oversold.” If inflation‑protected bonds (VTIP) trend strongly, it instead buys one oversold defensive pick (healthcare, staples, long Treasuries, gold, or silver). Rebalances daily. “3x” ≈ triple the daily move.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~2.37, Calmar ~8.9, alpha ~1.39 vs the S&P. Low beta (~0.76) offers big upside in risk-on regimes with a RSI-driven semis tilt. Higher drawdowns can occur in stress, but potential for far stronger returns.

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Invest in this strategy
OOS Start Date
Jun 6, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, semiconductors, rsi momentum, tactical allocation, daily rebalance, risk-on/risk-off, trend filter, defensive rotation
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
Stocks
SBND
Columbia Short Duration Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 270.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.26%. 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.