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Symphonies
Portfolio: V1 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 | BIL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

In calm bull markets, run a leveraged 55/45 stock–bond mix (UPRO/TQQQ and TMF). In stressed markets, buy 5‑day dips in QQQ/SPY via TQQQ/UPRO, otherwise sit in BIL. Avoid chasing >5% same‑day bounces. Rebalanced daily.
NutHow it works
Pick a mode. If the S&P 500 had a >10% drop at any point in the last year, use “bear”; otherwise “bull.” Bear: when QQQ or SPY is down >5% over 5 days, buy its 3× fund (TQQQ or UPRO) unless it’s already up >5% today—then hold cash (BIL) or try the other index. Bull: if the last 10 days were calm, hold ~55% UPRO/TQQQ (tilted to the steadier one) and 45% TMF; else BIL. Daily rebalance. UPRO=3× S&P, TQQQ=3× Nasdaq, TMF=3× long Treasuries, BIL=T‑bills; SPY/QQQ guide the checks.
CheckmarkValue prop
Out-of-sample return ≈26% vs SPY ≈21%, driven by a bear/bull regime switch and tactical 3x exposure. Higher upside with disciplined risk controls; note larger drawdowns (up to ~35%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.870.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
766.49%14.22%1.36%13.5%0.86
Portfolio: V1 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 | BIL
12,008.53%34.36%8.85%43.38%1.17
Initial Investment
$10,000.00
Final Value
$1,210,853.47
Regulatory Fees
$1,304.20
Total Slippage
$8,404.57
Invest in this strategy
OOS Start Date
Jul 10, 2023
Trading Setting
Daily
Type
Stocks
Category
Us equities (s&p 500, nasdaq 100), us treasuries, leveraged etfs, dip-buying, regime switching, risk on/off, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 toTMF, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.52%. 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.