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OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition | SHARED
Today’s Change

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

About

Buys stock-market dips using an RSI “heat” check, hedges when overheated, and otherwise rotates into the 4 strongest assets over 150 days, plus a trend‑timed Treasury sleeve. Mix spans stocks, sectors, bonds, gold, USD, and commodities. Uses leveraged ETFs (high risk).
NutHow it works
It uses an RSI “heat meter” (0–100) on TQQQ and SPY to spot extremes. If TQQQ is very hot (>79), go defensive: ~75% Consumer Staples (XLP) + ~25% UVXY (a crash hedge). If TQQQ is very cold (<31), buy the tech dip: 50% TECL + 50% XLP. If SPY is very cold (<30), buy the S&P dip: 50% UPRO + 50% XLP. Otherwise: 70% goes to the top 4 assets (by 150‑day performance) from a mixed basket (stocks, sectors, bonds, gold, USD, commodities—PDBC avoids K‑1). The other 30% times Treasuries: TMF unless TLT is weak on both 150d and 23d trends, then TMV.
CheckmarkValue prop
Out-of-sample shows ~27.8% annualized return vs ~21.3% for the S&P, with diversified multi-asset momentum and defensive hedges (staples, UVXY) plus a Treasuries sleeve. Higher upside and diversification across regimes, but larger drawdowns vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.31.070.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
282.5%13.32%-1.77%0.2%0.79
7,448.37%49.63%-4.13%14.31%1.42
Initial Investment
$10,000.00
Final Value
$754,837.43
Regulatory Fees
$2,478.70
Total Slippage
$15,433.67
Invest in this strategy
OOS Start Date
Nov 20, 2022
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical allocation, dip buying, momentum, trend following, multi-asset, leveraged etfs, bond timing, volatility hedge
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
DUG
ProShares UltraShort Energy
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury 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 toSOXL, EWZ, XLE, GLDandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.42%. 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.