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Symphonies
Momentum Mean Reversion LETFs with Black Swan Catcher | 523.7% RR | 28.8% DD (Jan 2013 - Current)| DJKeyhole
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, tactical strategy for leveraged ETFs. In uptrends it buys recent laggards in tech/semis/S&P for rebounds; in selloffs it shifts to defensive/inverse assets and uses UVXY to profit from sharp crashes.
NutHow it works
1) Judge the backdrop: is the S&P 500 in an uptrend (above its 200‑day average and longer averages rising) and beating commodities? 2) If yes, buy 1–2 recently beaten‑down 3x “risk‑on” funds (Nasdaq/tech/semis/S&P) for a bounce; sometimes hold a fixed mix incl. 3x Treasuries. 3) If markets wobble or drop fast, rotate to short‑term winners among inverse stock ETFs, the US dollar, bonds, or oil. 4) On extreme readings, buy UVXY to catch volatility spikes (“black swan” hedge).
CheckmarkValue prop
Out-of-sample edge: annualized return ~51.7% vs SPY ~24.1%. Calmar ~1.04 signals solid risk-adjusted gains, powered by regime switching, leveraged tech/semis bets, and UVXY hedges. Note: max drawdown can run near 50% in stress, with higher volatility.

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Invest in this strategy
OOS Start Date
Oct 11, 2022
Trading Setting
Threshold 24%
Type
Stocks
Category
Leveraged etfs, regime switching, momentum + mean reversion, volatility hedge (uvxy), tactical asset allocation
Tickers in this symphonyThis symphony trades 44 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
BRZU
Direxion Daily MSCI Brazil Bull 2X Shares
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund 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 toSOXL, TMF, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 45.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.94%. 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.