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Symphonies
Long Backtest Slime l 12Dec2012 - UUP-DBC
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, regime‑switching rotation using leveraged ETFs. Rides tech/semis in uptrends, flips to bond/rates or bearish funds when markets weaken, and hedges volatility spikes. Uses short‑term momentum and an RSI “hot/cold” meter. High risk.
NutHow it works
It watches big trends in SPY (US stocks), TLT (long US Treasuries), UUP (US dollar) and DBC (commodities) to pick a regime. Risk‑on: buy fast 3x tech/semis (TQQQ, TECL, SOXL) after dips; if stress spikes, hedge with UVXY (VIX). Risk‑off: use TMF (3x long bonds) if yields fall, TMV (3x short bonds) if yields rise, or bearish ETFs (SQQQ/SOXS/SPXS). Timing uses short‑term momentum and RSI (0–100 heat gauge: <30 “cold”, >70 “hot”).
CheckmarkValue prop
Out-of-sample shows ~31.8% annualized returns vs ~23.6% for the S&P, driven by regime-switching rotations across stocks, bonds, commodities and volatility hedges. Higher upside with active risk controls—though larger drawdowns and complexity.

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

Year-to-date, the symphony has returned 31.79%. 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, crypto, and options.