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Symphonies
OG BEST TQQQ v1.1 + VIXn' + BrianE's 4TLT l 3+1 group + Sideways Market Deleverage
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rules‑based swing strategy rotating among 3x tech/semiconductor funds, their inverse hedges, and Treasuries using RSI (overbought/oversold), volatility (VIX) and 200‑day trend filters. Aims to buy dips and hedge panics; very high risk.
NutHow it works
It splits 70/30 across two rule-sets. Both swing between: 3x bulls (TQQQ=3x Nasdaq, TECL=3x tech, SOXL=3x semis, SPXL=3x S&P), their 3x inverse hedges (SQQQ/SOXS), and cash-like Treasuries (BSV/SHY/IEF/TLT/BIL). Triggers use RSI (0–100 heat gauge; >80=hot, <30=washed-out), VIX proxies (UVXY/SVXY; fear up/down), short-term returns, and a 200‑day trend on SPY. Hot → brief UVXY hedge; washed‑out → buy the bull fund; else pick bull, bonds, or inverse based on the signals.
CheckmarkValue prop
Out-of-sample upside with strong risk-adjusted gains: oos return ~83% vs SPY ~23%, oos Sharpe ~1.44, alpha ~0.23, Calmar ~1.93. Note larger drawdowns, but volatility timing and 3x tech/semis exposure aim for resilient growth.

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Invest in this strategy
OOS Start Date
Nov 9, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etfs, tactical rotation, rsi/mean-reversion, volatility timing, trend filter, tech & semis, risk-on/risk-off
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 Shares
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 Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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, SOXL, TECL, TQQQ, FASandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 70.98%. 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.