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Symphonies
Leveraged Equities Risk Parity - Dumpster Fire đź—‘
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily shifts among 3x stock funds (S&P 500, Nasdaq 100, Tech) based on which was calmer over the last month. Aims for big upside in rallies but can fall very fast in selloffs. Highly concentrated in US large-cap/tech and very risky.
NutHow it works
It holds four 3x “bull” stock funds: 3x S&P 500 (UPRO, SPXL), 3x Nasdaq 100 (TQQQ), and 3x Technology (TECL). Each day it looks back 30 days to see how bumpy each fund’s daily moves were. It puts more money into the calmer ones, less into the shakier ones, then rebalances.
CheckmarkValue prop
Out-of-sample edge: ~105% annualized return, Sharpe ~1.41, Calmar ~2.60 vs S&P. Dynamic inverse-vol weights tilt to calmer 3x equity sleeves, boosting bull markets. Drawdowns can exceed 40% in downturns—best for risk-tolerant investors.

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Invest in this strategy
OOS Start Date
Mar 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged equities, inverse volatility, risk parity, us stocks, tech tilt, daily rebalance, high risk
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSPXL, TECL, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 104.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 40.16%. 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, crypto, and options.