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Symphonies
Market Investor (53/30 since 2011)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based plan: buy leveraged S&P or Nasdaq after sharp drops, switch to a volatility fund after extreme tech run-ups, otherwise hold SPY and QQQ 50/50. High risk due to leverage and UVXY; aims to catch rebounds and fade overheated moves.
NutHow it works
Each day it checks short-term “heat” readings on two big stock indexes. - If the S&P 500 is very beaten up, it buys a 3x S&P fund to play a rebound. - Else if the Nasdaq-100 is very beaten up, it buys a 3x Nasdaq fund. - Else if the Nasdaq-100 is extremely hot, it buys a volatility fund (UVXY). - Otherwise it splits 50/50 between SPY and QQQ.
CheckmarkValue prop
Out-of-sample: ~24.3% annual return vs ~17.9% for the S&P, with Calmar ~0.81. A tactical dip-buying strategy using 3x ETFs and a volatility hedge targets higher upside, accepting ~30% max drawdown for growth.

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Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum/mean reversion, leveraged etfs, volatility trading, us equities
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.

"Market Investor (53/30 since 2011)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Market Investor (53/30 since 2011)" is currently allocated toQQQandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Market Investor (53/30 since 2011)" has returned 24.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Market Investor (53/30 since 2011)" is 30.14%. 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 "Market Investor (53/30 since 2011)", 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.