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

About

An aggressive rules-based trader of 3x ETFs. Buys tech/semis after sharp drops, flips short when they’re overheated, and otherwise holds a trend‑following mix of stocks, Treasuries, gold, commodities, and the U.S. dollar. Uses UVXY in panics. Very high risk.
NutHow it works
It uses simple “hot/cold” gauges (RSI: 0–100; high = overheated, low = oversold) to swing-trade 3x funds on the Nasdaq (TQQQ/SQQQ) and semiconductors (SOXL/SOXS). If no short‑term edge, it rotates into what’s trending over ~6 months: growth (TQQQ/CURE), long or short Treasuries (TMF/TMV), gold (UGL), commodities (PDBC), the U.S. dollar (USDU), or cash (BIL). In sudden panics it briefly buys UVXY as a crash helmet.
CheckmarkValue prop
Out-of-sample edge: ~33.8% annualized return vs S&P 500 ~23.6%, Sharpe ~0.83, Calmar ~0.87. Endure ~39% drawdowns for higher long-run upside through a diversified, tactical mix with UVXY hedge.

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Invest in this strategy
OOS Start Date
Dec 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, momentum, mean reversion, sector rotation, volatility hedge, market timing
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 toUPRO, TYD, TMF, PHDG, CURE, TQQQandPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.79%. 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, crypto, and options.