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Symphonies
Proposal for V3.0.4.1b | ☢️ Beta Baller + TCCC 💊 | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole 🧙‍♂️, comrade, WaywardSon, zyzz | 2012 Backtestable | Belcampo69 updated some of the modules > AR & < DD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based swing strategy that flips daily among 3× tech/semis, shorts, and volatility (UVXY) using “overheated/oversold” stock signals plus bond/commodity trend checks. It chases big moves in both directions. Risk is very high.
NutHow it works
Daily rules drive a traffic‑light system. If the S&P 500 looks overheated, it buys volatility (UVXY/VIXY) to bet on a pullback. If it looks washed out, a quick bond check (T‑Bills vs 7–10yr Treasuries) decides between 3× bulls (TQQQ/TECL/SOXL/UPRO) or 3× bears (SQQQ/TECS/SOXS/SPXS). Broader cues from bond trends (TLT) and commodities (DBC) can shift into long/short Treasuries (TMF/TMV), energy/oil, gold, the U.S. dollar, or cash‑like bills. Several parallel versions with different lookbacks split the capital.
CheckmarkValue prop
Out-of-sample, this strategy targets ~46.5% annualized returns vs SPY’s ~21.8%, with a Calmar ~0.95 and dynamic, multi-asset rotations designed to capture big moves. Note: drawdowns can reach ~49%, higher than SPY’s ~19%.

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Invest in this strategy
OOS Start Date
Dec 9, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, daily rebalancing, momentum + mean reversion, volatility hedge, risk-on/risk-off
Tickers in this symphonyThis symphony trades 39 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
EUO
ProShares UltraShort Euro
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 toUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.15%. 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.