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Symphonies
Pareto's Portfolio (zoop edition PDBC -> PDI) (57,30,2012)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily risk-on/risk-off: panic -> T‑Bills; if bonds beat cash, hold the 2 strongest 3x equity index ETFs (TQQQ, UPRO, UDOW, TNA); otherwise hold PDI plus the stronger of TMF (3x long Treasuries) or TMV (3x short). High volatility.
NutHow it works
Daily it follows a simple flow: 1) If market fear spikes (a volatility fund, UVXY, surges), park in cash‑like T‑Bills (BIL). 2) Else, if core bonds (BND) beat cash over ~3 months, buy the 2 strongest of: TQQQ=3x Nasdaq‑100, UPRO=3x S&P 500, UDOW=3x Dow, TNA=3x small caps. 3) Else, split between PDI (income‑focused bond/credit fund) and whichever trends better: TMF=3x long Treasuries or TMV=3x short Treasuries. Note: uses 3x ETFs; very volatile.
CheckmarkValue prop
Dynamic, rule-based risk-on/risk-off strategy rotating among 3x equity ETFs, PDI, and Treasuries to chase trends and diversify beyond SPY. Out-of-sample: 13.1% annualized return, 42.8% max drawdown.

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Invest in this strategy
OOS Start Date
Mar 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, trend following, leveraged etfs, volatility filter, bonds & credit, daily rebalance
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
PDI
PIMCO Dynamic Income Fund
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TNA
Direxion Daily Small Cap Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks
UPRO
ProShares UltraPro S&P 500
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 toTMFandPDI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.75%. 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.