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Symphonies
Long Backtest Slime l 10Dec2014 - (USDU-PDBC)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rules‑driven rotation using leveraged ETFs: buys sharp dips, rides momentum, and hedges with volatility. Rotates among 3x tech/semis/S&P, long/short Treasuries, the dollar, commodities, or cash based on simple, layered signals.
NutHow it works
It’s a fast, rules‑based “dip‑buy + trend‑follow” approach using leveraged funds. It checks fear (VIX), stock trends (SPY), and bonds. If fear spikes, it hedges with UVXY or parks in T‑Bills (BIL). Otherwise, “Pop” bots buy 3x tech/semis/S&P on dips or short them when overheated (TQQQ/SQQQ, SOXL/SOXS, SPXL/UPRO). A second layer rotates into the 2–3 strongest of stocks, long Treasuries (TMF), commodities (DBC/PDBC), or the US dollar (UUP/USDU), sized by stability.
CheckmarkValue prop
Out-of-sample return ~36% with Calmar ~0.93 vs SPY 23%/19% drawdown. A rules-based, regime-switching leveraged ETFs strategy chasing tech/semis momentum with volatility hedges—higher upside, but larger drawdowns than the S&P.

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Invest in this strategy
OOS Start Date
Dec 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, momentum, mean reversion, volatility hedge, regime switching, tactical asset allocation
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
EUO
ProShares UltraShort Euro
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, USDU, TMF, PHDG, CURE, TQQQandPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.92%. 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.