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Symphonies
OG Simple 20d BND vs 60d SH | SPXL & VXX edition (no k1) | shared
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based switcher among cash, S&P 500 (and 3×), tech (3×), short S&P, and a volatility hedge. It buys dips, trims euphoria, and uses bond‑vs‑bear and trend checks to decide when to be risk‑on or in cash.
NutHow it works
It rotates between a few funds based on simple signals. - BIL = T‑bills (cash). SPY = S&P 500. SPXL = 3× S&P. TECL = 3× tech. SH = short S&P. VXX = volatility hedge. - Uses “hot/cold” scores (RSI: 0–100 speed-of-move gauge). Very hot (>80) ⇒ VXX+BIL; very cold (<30/31) ⇒ SPXL/TECL. - Trend check: above 200‑day avg ⇒ own SPY/SPXL. - Safety check: if bonds (BND) look stronger than a bear fund (SH), stay risk‑on; else sit in BIL. Big one‑day pops/drops in TQQQ can trigger brief defense.
CheckmarkValue prop
Out-of-sample, this strategy targets far higher upside (41.5% annualized) with better risk-adjusted returns (Sharpe ~0.91, Calmar ~1.04) than the S&P 500, aided by hedges and risk-off switches to protect capital in drawdowns.

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Invest in this strategy
OOS Start Date
Jul 16, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, volatility hedging, leveraged etfs, risk-on/risk-off, momentum
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 41.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.74%. 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, crypto, and options.