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Symphonies
Monotonic Microblob-δ
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Hyper‑active, daily “risk‑on/risk‑off” strategy using leveraged long/short ETFs. Buys tech momentum in uptrends, shifts to inverse/VIX/T‑Bills when overheated or falling, scales into shorts on big drops, and runs small Apple/Tesla and China swings. Very high risk.
NutHow it works
Daily, it asks: is the market hot, cold, or trending? (Hot/cold = RSI, a gauge of how fast prices rose/fell; trend = moving averages; big drop = max drawdown.) In uptrends it buys fast‑moving tech/growth funds (often 2–3×). When overheated or falling, it rotates into inverse (short) funds, VIX, or T‑Bills. It scales into shorts on sharp drops, flips back after rebounds, runs small Apple/Tesla tilts, and a China swing. Picks the most active tickers by recent moves/volatility.
CheckmarkValue prop
Out-of-sample, this strategy targets ~63% annualized return vs SPY's ~30%, with Calmar ~4.5, by riding tech momentum and using hedges (inverse, VIX, T-Bills) plus leveraged sleeves. Drawdowns ~14%, higher than SPY.

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Invest in this strategy
OOS Start Date
Sep 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, trend/momentum, mean reversion, volatility hedging, daily rebalanced
Tickers in this symphonyThis symphony trades 67 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF
Stocks
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
COM
Direxion Auspice Broad Commodity Strategy ETF
Stocks
DDM
ProShares Ultra Dow30
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
DXD
ProShares UltraShort Dow 30
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.

"Monotonic Microblob-δ" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Monotonic Microblob-δ" is currently allocated toTSLS, LABU, YANG, AAPD, BIL, SQQQandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Monotonic Microblob-δ" has returned 62.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Monotonic Microblob-δ" is 13.85%. 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 "Monotonic Microblob-δ", 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.