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Symphonies
Leveraged | TQQQ FTLT | SPY FTLT | Hedged | Feaver Edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, tech‑tilted portfolio that switches among leveraged stock funds, Treasuries, cash, and volatility ETFs using a long‑term trend filter and a 0–100 “heat” gauge. It aims to ride uptrends, buy sharp dips, and hedge crashes with bonds and VIX.
NutHow it works
First it checks the market trend (is the S&P 500 above its 200‑day average? a long‑term trend line). In “good weather” it rides stock uptrends with leveraged tech/S&P funds; if prices look too hot by an RSI heat gauge (0–100), it parks in T‑bills, gold, or bonds. In “bad weather” it buys brief dips or flips to inverse stock funds, Treasuries, or VIX hedges. Separate modules short volatility when calm and buy volatility when fear spikes.
CheckmarkValue prop
Out-of-sample, targets higher risk-adjusted gains: ~24.5% annualized vs 18.6% for the S&P, Sharpe ~1.06, Calmar 1.33, with modest drawdowns. Tech tilt plus bond/vol hedges seek bigger upside with controlled risk.

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Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Leveraged etfs, trend-following, mean-reversion, volatility hedging, bond rotation, tactical allocation, long/short, regime filter, risk-managed
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSVIX, SPXL, TQQQ, SHV, TMV, VIXMandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.37%. 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.