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Symphonies
Portfolio: V4 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR | No K-1 | BIL
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, tax-aware rotation among leveraged US stocks, long Treasuries, and T‑bills. Buys big dips or runs a ~55/45 stocks/bonds mix when calm; otherwise parks in T‑bills. Avoids chasing sharp rebounds and swaps to lookalike funds at year‑end.
NutHow it works
Daily, rules-based. It rotates among: UPRO=3x S&P 500, TQQQ=3x Nasdaq‑100, SPUU=2x S&P, IYW=US tech, TMF/TYD=levered long Treasuries, BIL/SGOV=T‑bills, SHY=short Treasuries. It checks recent swings, whether stocks or Treasuries are leading, volatility, and drawdowns. - Calm/bullish: ~55% stocks (UPRO/TQQQ), ~45% long Treasuries (TMF/TYD). - Big 5‑day dips: buy UPRO/TQQQ unless a 1‑day >5% pop just hit (then hold cash or lighter funds). - Else: hold BIL/SGOV. Year‑end: use SPUU/IYW & TYD/SGOV to reduce wash‑sale risk.
CheckmarkValue prop
Out-of-sample annualized return 27.5% vs SPY 23.1%, Calmar 1.04. A tax-aware, rules-based tactical mix of leveraged equities, long Treasuries, and cash with dip-buying and year-end swaps. Higher potential upside across regimes, despite larger drawdowns.

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Invest in this strategy
OOS Start Date
Dec 1, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility targeting, relative strength, dip-buying, trend-following, treasuries hedge, tax-aware
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IYW
iShares U.S. Technology ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SGOV
iShares 0-3 Month Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPUU
Direxion Daily S&P 500 Bull 2X ETF
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
TYD
Direxion Daily 7-10 Year Treasury Bull 3X 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 toSPUUandIYW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.53%. 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.