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Symphonies
MbM | ICDb | LBT Slime
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based strategy that buys sharp dips in tech/semis when trends are friendly, and pivots to Treasuries, the U.S. dollar, gold, cash, or bearish hedges when fear or rising rates appear. Uses leveraged ETFs—expect big swings.
NutHow it works
It’s three rule sets working together. 1) A short‑term “pop/dip” sleeve buys big tech/semis on dips (TQQQ/SOXL) and briefly hedges when they look overheated (UVXY/SQQQ/SOXS), else sits in cash (BIL). 2) An adaptive sleeve shifts among tech/healthcare, long Treasuries (TMF), the U.S. dollar (UUP), gold (UGL) and commodities (DBC/USCI) using 6‑month momentum and a bond check. 3) A macro tree reads stock trend, interest‑rate trend and dollar strength to choose offense (leveraged equity) or defense (Treasuries, dollar, gold, inverse funds). RSI is just a price “heat gauge”: high=overheated, low=washed‑out.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted upside vs the S&P: oos Sharpe ~1.13 vs 0.93, Calmar ~2.50, and annualized ~70.9% vs ~17.2% for SPY— momentum, hedges and macro rotation (with higher drawdowns).

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Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum, mean reversion, trend-following, macro rotation, hedging
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EUO
ProShares UltraShort Euro
Stocks
HDG
ProShares Hedge Replication ETF
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.

"MbM | ICDb | LBT Slime " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"MbM | ICDb | LBT Slime " is currently allocated toTYD, TMF, CURE, HDG, UGL, USCIandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "MbM | ICDb | LBT Slime " has returned 43.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "MbM | ICDb | LBT Slime " is 28.40%. 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 "MbM | ICDb | LBT Slime ", 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.