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Symphonies
Leveraged Golden Butterfly (17% APY 44% DD) Since 1992
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fixed 36/36/28 mix of leveraged U.S. stocks (S&P 500), Treasury bonds (7–10y), and gold, rebalanced quarterly. Built to work across different economic moods, but expects higher returns with much bigger swings and deep drawdowns.
NutHow it works
Put 36% in UPRO (seeks 3x the daily move of the S&P 500—big U.S. stocks), 36% in TYD (seeks 3x 7–10 year U.S. Treasury bonds), and 28% in UGL (seeks 2x gold). Hold and rebalance each quarter back to those weights. Stocks, bonds, and gold often move differently; leverage boosts gains and losses.
CheckmarkValue prop
Leverage a diversified 36/36/28 mix (UPRO/TYD/UGL) with quarterly rebalance. In out-of-sample tests it shows higher risk-adjusted return (Sharpe ~1.74 vs SPY ~1.33) and much higher annualized return (~41.8% vs ~21.4%), with Calmar ~2.04.

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Invest in this strategy
OOS Start Date
Jul 8, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Multi-asset, leveraged etfs, stocks-bonds-gold, diversified, static allocation, quarterly rebalance, inflation hedge
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
TYD
Direxion Daily 7-10 Year Treasury Bull 3X Shares (based on the NYSE 7-10 Year Treasury Bond Index symbol AXSVTN)
Stocks
UGL
ProShares Ultra Gold
Stocks
UPRO
ProShares UltraPro S&P 500
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 toTYD, UGLandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.50%. 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.