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Symphonies
OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition | SHARED
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based buy-the-dip + trend-following. Buys 3x tech or 3x S&P on pullbacks, turns defensive when tech overheats, otherwise holds the 4 strongest 150‑day trends and times Treasuries with a separate 3x long/short model.
NutHow it works
RSI is a short‑term speedometer for price (high='too hot', low='too cold'). The plan: 1) If 3x tech looks too hot: go defensive (staples) + small volatility hedge. 2) If 3x tech looks too cold: split 3x tech + staples. 3) Else if S&P is too cold: split 3x S&P + staples. 4) Else: 70% rides the 4 strongest 150‑day trends (tech, sectors, gold, commodities, dollar, Brazil, bonds). 30% runs a bond model that flips 3x long/short Treasuries via 150‑ & 23‑day trends.
CheckmarkValue prop
Out-of-sample annualized return: 27.8% vs SPY's 21.3%, powered by dip-buying, cross-asset momentum, and a bond sleeve with adaptive hedges. Higher upside and diversification, but drawdowns can be larger in downturns.

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Invest in this strategy
OOS Start Date
Nov 20, 2022
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical asset allocation, dip buying, momentum, trend following, sector rotation, leveraged etfs, volatility hedge, bond timing
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 Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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, TMF, EWZ, XLEandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.24%. 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.