Skip to Content
OG BEST TQQQ v1.1 + VIXn' + BrianE's 4TLT l 3+1 group + Sideways Market Deleverage
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

Dynamic, multi-variant rotation between 3x leveraged longs (TQQQ/TECL/SOXL/SPXL) and 3x inverse bets (SQQQ/SOXS) with volatility hedges (UVXY) and bond ballast (BSV/BIL/TLT), driven by momentum and trend signals across Bull/Bear Search groups.
NutHow it works
- The framework is divided into Bull Search (long bets) and Bear Search (bear/ inverse bets). - It uses momentum signals (RSI) and trend checks (price vs moving averages and cumulative returns over windows) to rank and select a small number of ideas from a pool of leveraged ETFs. - When the signals are positive, it loads into a few top 3x long bets (like TQQQ, TECL, SOXL, SPXL). - When signals deteriorate or risk spikes, it shifts toward bear/ inverse bets (like SQQQ, SOXS) and adds hedges with UVXY. - It also includes ballast with bond ETFs (BSV, BIL, TLT) to reduce drawdown. - There are multiple variants of the same core logic, each with slightly different thresholds and weightings, all sharing the aim of dynamic rotation rather than static holding. - The final allocation is a weighted mix drawn from these variants, with explicit weights like 100/100 or 70/30 in subgroups, and a fixed rebalancing tolerance.
CheckmarkValue prop
Dynamic rotation into leveraged longs with hedges/bonds targets outsized upside and better risk-adjusted returns vs the S&P 500. Out-of-sample: annualized return ~83% vs ~23%; Sharpe ~1.44; Calmar ~1.93. Note higher drawdown (~43% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.891.150.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
603.28%14.54%-2.02%-1.16%0.89
68,662,294.44%154.74%-12.47%-5.12%2.08
Initial Investment
$10,000.00
Final Value
$6,866,239,444.27
Regulatory Fees
$15,060,430.44
Total Slippage
$108,283,854.54
Invest in this strategy
OOS Start Date
Nov 9, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etf momentum, volatility hedging, multi-variant allocation
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x 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 toBSV, UWM, TQQQ, FAS, BILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 68.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.19%. 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.