Skip to Content
Symphonies
Long Backtest Slime l 12Dec2012 - UUP-DBC
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑driven, regime‑switching rotation that buys 3x stock ETFs on dips in uptrends, flips to 3x shorts or bond/dollar/commodity plays in downtrends, and adds UVXY hedges on spikes. It’s fast, tactical, and very high risk.
NutHow it works
It’s an autopilot that first decides the backdrop, then picks one aggressive trade and sometimes a hedge. 1) Read the room: Are stocks trending? Are rates rising or falling (TLT)? Are commodities (DBC) or the US dollar (UUP) in charge? Is volatility hot (VIXM)? 2) If healthy: buy the most beaten‑up 3x stock fund (TQQQ/TECL/SOXL/UPRO/SPXL) for a bounce, or the recent leader. 3) If weak: rotate to 3x bears (SQQQ/SPXS/SOXS), or rate trades (TMF=long bonds, TMV=short bonds), or macro tilts (DBC/UCO/UGL/UUP, sometimes EWZ/EEM/EFA). 4) If things look “too hot” or a big pop just happened: add crash insurance (UVXY) or step aside (BIL).
CheckmarkValue prop
Dynamic regime-rotation using 3x ETFs aims for outsized growth: oos annualized return ~33.6% vs S&P ~23.2%. Includes macro hedges. Expect more volatility and larger drawdowns (~39% vs ~19%), but with amplified upside potential.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Regime-switching, momentum + mean reversion, leveraged etfs, volatility hedging, macro rotation
Tickers in this symphonyThis symphony trades 44 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, TMF, PHDG, CURE, UUP, DBCandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.97%. 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.