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Symphonies
Longer Backtest Version of [⚡️🌶] 𝓕𝓲𝓻𝓮𝓬𝓻𝓪𝓬𝓴𝓮𝓻 by 𝒢𝑜𝒷𝒾
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A high‑octane, daily strategy that chases short‑term pops in tech using 3x ETFs, then flips to hedges, bonds, cash or volatility trades when signals turn. Guided by a 200‑day trend filter, RSI “heat” readings, and stock‑vs‑bond strength. Very high risk.
NutHow it works
Each day it: - Checks the market’s trend (S&P 500 vs its 200‑day average). Uptrend = offense; downtrend = defense. - Uses RSI (a 0–100 “heat” gauge of how stretched prices are). Low RSI = “cold”/oversold; high RSI = “hot”/overbought. - Offense: buy very leveraged tech funds (3x Nasdaq/tech/semis) or the weakest recent ones to catch a rebound. - Defense: switch to hedges (inverse Nasdaq), Treasuries/cash/staples, or volatility trades (UVXY/SVXY with protection). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~74% annualized return vs ~16% for the S&P; Sharpe ~1.05 vs 0.94; Calmar ~1.28 with positive alpha. Aims for big upside in tech with active hedges; but expect larger drawdowns (~57.6%) and higher volatility.

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Invest in this strategy
OOS Start Date
Jul 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, rsi mean‑reversion, leveraged tech/semis, volatility trading, trend filter, stock‑vs‑bond rotation
Tickers in this symphonyThis symphony trades 30 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 71.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 57.59%. 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.