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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

Buys 3x stock ETFs after sharp drops, flips to a volatility fund when markets look overheated, and otherwise either rides leverage or holds T‑Bills based on simple stock‑vs‑bond and trend checks. High risk, timing‑driven.
NutHow it works
It watches 3x stock ETFs: TQQQ (Nasdaq‑100), SPXL (S&P 500), SOXL (semiconductors). It uses RSI, a short‑term “hot/cold” gauge: >80 = very hot, <30 = very cold. If any are very hot, it buys UVXY (a fund that jumps when fear spikes). If any are very cold, it buys that ETF for a rebound. Otherwise it checks trend and stock‑vs‑bond strength; when favorable it holds the 3x ETFs, else parks in BIL (T‑Bills).
CheckmarkValue prop
Out-of-sample edge: 74.1% annualized return, Calmar 2.34, Sharpe 1.56—versus SPY's ~21% return and 1.32 Sharpe. Higher upside with adaptive risk controls (volatility hedge and cash when needed). Strong long-run growth with controlled drawdowns.

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Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Leveraged etfs, momentum, mean reversion, volatility hedge, tactical allocation, risk-on/risk-off, swing trading
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 74.13%. 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, crypto, and options.