Skip to Content
Symphonies
LBT - Split Framework (4 way)
Today’s Change
—

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

About

A tactical, rules‑based switch that buys leveraged tech/semis after sharp drops, shorts them after sharp run‑ups, and otherwise sits in T‑Bills. It scales in gradually and uses volatility “safety brakes.” High risk, highly focused on tech/semis.
NutHow it works
It’s a rules-based switch. It scans a few fast‑moving ETFs tied to tech/semis. If they’ve fallen hard recently (low RSI), it buys them; if they’ve run too hot (high RSI), it uses inverse/volatility ETFs to bet on a pullback; otherwise it holds T‑Bills. It scales in with small tranches and adds safety brakes when volatility spikes. It picks which ETF(s) to use by favoring those that look most stretched over the last 5–15 days (big drop/rise, low/high momentum, low/high recent volatility).
CheckmarkValue prop
Out-of-sample edge: Sharpe 2.46 vs SPY 2.30, Calmar 5.60, max drawdown 2.18% vs 5.07%. Tactical levered tech/semis with volatility brakes offers durable upside with far lower downside than the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jun 24, 2025
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical, long/short, leveraged etfs, volatility overlay, mean reversion, tech/semiconductors, risk-on/risk-off
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 Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
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 Shares
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 17.88%. 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.