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Symphonies
LBT - Split Framework (4 way)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical swing strategy in 3x tech/Nasdaq/semis: buy deep dips, short sharp rips, and sit in T‑bills between. Uses an overbought/oversold gauge (RSI) and volatility filters (SPY/QQQ/VIX). Very high risk due to leverage and vol ETPs.
NutHow it works
It waits for extremes, then switches. When tech/Nasdaq/semis look washed out, it buys 3x bull funds (TECL, TQQQ, SOXL; sometimes SVXY, which benefits when fear drops). When they look too hot (very high RSI—a 0–100 “heat” gauge of how stretched a move is—or big 1‑day jumps), it buys 3x bear funds (TECS, SQQQ, SOXS, SPXU) or UVXY (benefits from fear spikes). If no clear edge, it holds T‑bills (BIL). Extra filters use SPY/QQQ vol and VIX to scale in/out. High risk.
CheckmarkValue prop
Out-of-sample Sharpe ~2.46 vs SPY ~2.30, and far lower drawdowns (~2.18% vs ~5.07%). Calmar ~5.60. This leveraged tech/semis swing strategy delivers stronger risk-adjusted returns and steadier gains than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.320.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
602.4%14.54%-1.77%0.2%0.89
LBT - Split Framework (4 way)
2,356.7%24.98%4.97%11.51%1.54
Initial Investment
$10,000.00
Final Value
$245,670.20
Regulatory Fees
$536.38
Total Slippage
$2,984.56
Invest in this strategy
OOS Start Date
Jun 24, 2025
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical market timing, leveraged etfs, long/short, mean reversion, volatility timing, us tech/semiconductors
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
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
TECL
Direxion Daily Technology Bull 3x 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.

"LBT - Split Framework (4 way)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"LBT - Split Framework (4 way)" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "LBT - Split Framework (4 way)" has returned 24.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "LBT - Split Framework (4 way)" is 2.18%. 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 "LBT - Split Framework (4 way)", 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.