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Symphonies
Mean Reversion Discovery | Long Backtest
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, buy 3× tech (TECL) on short‑term dips in a broad uptrend; if markets look very hot, switch to long Treasuries (TLT); otherwise sit in T‑bills (SHV). In downtrends, only buy very extreme dips; else stay in SHV.
NutHow it works
Each day: check if the S&P 500 (SPY) is above its 200‑day average (a long‑term trend line). If yes: when the NASDAQ‑100 (QQQ) looks short‑term “cold” (10‑day RSI: a 0–100 heat score; low=cold, high=hot) below 42, buy TECL (3× tech). If QQQ or SPY are very hot (RSI>80), hold TLT (long U.S. Treasuries). Otherwise hold SHV (T‑bills). If SPY is below its 200‑day: only buy TECL on very extreme dips (RSI<31); else SHV.
CheckmarkValue prop
Tactical sleeve across TECL, TLT, and SHV to ride tech dips and hedge hot markets. Out-of-sample Sharpe ~0.38 and Calmar ~0.19 indicate a positive risk-adjusted edge plus diversification beyond SPY (not a SPY replacement).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.760.190.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
941.75%14.65%1.75%5.97%0.86
Mean Reversion Discovery | Long Backtest
19,347.57%35.99%15.7%32.27%1.14
Initial Investment
$10,000.00
Final Value
$1,944,756.92
Regulatory Fees
$5,764.01
Total Slippage
$36,430.34
Invest in this strategy
OOS Start Date
Apr 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, trend filter, leveraged tech, treasuries, cash, tactical allocation, daily rebalancing
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.39%. 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.