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

About

Rules‑based swing strategy that buys 3x stock/tech after sell‑offs, hedges with volatility or holds cash when markets look overheated, and otherwise uses a simple bond‑vs‑short‑stock check plus 200/20‑day trends to choose offense (SPXL/TECL) or defense (BIL/SH/VXX).
NutHow it works
It rotates among: SPXL/TECL (3x bull S&P/tech), SPY (plain S&P), SH (short S&P), VXX (volatility), and BIL (cash‑like T‑bills). It uses RSI (a 0–100 “heat” gauge): if QQQ or SPY look very hot, split to VXX+cash; if very cold, buy the dip with SPXL or TECL. If TQQQ just surged in a day, briefly step aside. Otherwise a trend filter (bonds vs shorting stocks + 200/20‑day MAs) picks SPXL (offense) or BIL/SH (defense).
CheckmarkValue prop
Out-of-sample results show stronger risk-adjusted upside vs the S&P 500: Sharpe ~1.10, Calmar ~1.34, and annualized return ~53% vs ~17% for SPY. Tactical leverage, hedging, and trend signals aim for big gains with managed risk.

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Invest in this strategy
OOS Start Date
Jul 16, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical-allocation, momentum, mean-reversion, trend-following, leveraged-etfs, volatility-hedge
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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 toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 53.34%. 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, and options.