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Symphonies
OG v2.1 Double Pop Bots l BrianE l Oct 28th 2011 | okhi2u less BIL mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, high‑risk bot. It bets on a volatility pop when 3x stock funds look overheated, buys those same 3x funds after sharp selloffs, and otherwise flips between 3x stocks or T‑Bills based on stock‑vs‑bond momentum signals.
NutHow it works
RSI is a “heat gauge” for prices: high=overheated, low=washed‑out. 1) If 3x stock funds run hot (TQQQ=Nasdaq, SPXL=S&P 500, SOXL=semiconductors) with RSI>80 → buy UVXY (tends to jump when markets fall). 2) If any is washed‑out (RSI<30) → buy that fund for a bounce. 3) Otherwise, use stock/bond “heat” to choose: hold equal TQQQ/SPXL/SOXL only if bonds’ short‑term heat (BND) > stocks (SPY); else sit in BIL (T‑Bills).
CheckmarkValue prop
Out-of-sample, this strategy shows higher risk-adjusted returns than the S&P 500: stronger Sharpe and Calmar, plus upside from volatility and momentum timing. Bigger potential gains with disciplined risk, though drawdowns may be larger.

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Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical etf rotation, leveraged equities, mean reversion, volatility timing, momentum, risk-on/risk-off
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
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 66.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.66%. 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.