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Symphonies
Pop Bots + Adaptive Asset Allocation - l GiantSteps/BrianE l Nov 2nd 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical blend of dip-buying in 3x stock ETFs and a rules-based rotation across tech, long bonds, commodities, gold miners, and the US dollar—plus a volatility hedge (UVXY) and a safety switch to short Treasuries (SHY) when fear spikes. Very high risk.
NutHow it works
First, “pop” rules: if the Nasdaq (TQQQ) or S&P 500 (SPXL) has fallen hard (10‑day RSI < 30), buy the 3x ETF for a rebound; if they’re red‑hot (RSI > 80), buy UVXY for a brief volatility spike. Otherwise, rotate among tech (TQQQ), long bonds (TMF/TMV), commodities (DBC), gold miners (JNUG), and the US dollar (USDU) by 6‑month strength, weighting the calmer asset more. If fear surges (VIXM overheated), park in SHY.
CheckmarkValue prop
Out-of-sample annualized return ~24% vs S&P ~23%, backed by diversified tactical exposure (tech, bonds, commodities, USD) plus volatility hedge and safety switch. Higher upside with managed risk, though drawdowns can be larger in spikes.

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Invest in this strategy
OOS Start Date
Nov 10, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, volatility hedge, leveraged etfs, multi-asset, risk-on/risk-off
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X Shares
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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 toDBCandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.92%. 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.