Skip to Content
Symphonies
Inverse of [DEV] ☢️ Beta Baller v0.21 - $Deez | OCT22
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical system. If short‑term T‑bills outperform bonds, it buys volatility when the S&P 500 looks overheated; otherwise it rides semiconductors long. If bonds look stronger, it either shorts semis or sits in T‑bills based on 3‑day momentum.
NutHow it works
Each day the strategy checks short‑term “heat” using RSI (a 0–100 score of how fast price has been rising vs falling). 1) If T‑bills (BIL) look stronger than broad bonds (BND): - If the S&P 500 (SPY) is very hot (RSI>76), buy 80% in a volatility ETF (UVXY or VIXY, whichever looks more beaten‑down). - Otherwise, buy SOXL (3x long semiconductors). 2) If BIL isn’t stronger: hold whichever did better over the last 3 days—SOXS (3x short semiconductors) or BIL (T‑bills).
CheckmarkValue prop
Out-of-sample, this strategy targets ~128% annualized return with ~1.32 Sharpe and Calmar ~1.58, outperforming the S&P on upside with strong risk-adjusted performance; note it can endure large drawdowns in stressed regimes for that upside.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 10, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily rebalance, momentum + mean-reversion, volatility (vix), leveraged etfs, semiconductors, regime filter, cash/treasuries
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXY
ProShares 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 toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 108.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 80.84%. 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.