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Symphonies
Protected Leverage 2x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.1 | 18% AR | 80% DD | 2007-22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive 2x rotation. Uses bond trends to flip risk on/off. In risk-on, buys four most sold‑off funds from a tech/market/commodity list; in risk-off, holds USD, gold, or defensive staples. Backtest ~18%/yr, but max drawdown ~80%—very high risk.
NutHow it works
1) Thermometer: If total US bonds (BND) rose over ~11 weeks, go Risk ON. 2) Risk ON: buy 4 funds with the lowest 21‑day RSI (a 0–100 gauge of recent selling; low=beaten‑up) from: QLD(2x Nasdaq‑100), SSO(2x S&P 500), ROM(2x Tech), UYG(2x Financials), USD(2x Semis; not the dollar), DBC(commodities), BND(bonds). 3) Risk OFF: if long Treasuries (TLT) are falling, hold UUP(US dollar); else hold GLD(gold) + UGE(2x staples).
CheckmarkValue prop
Out-of-sample: ~33.7% annualized return vs SPY’s ~23%, via risk-on/off 2x bets and safety assets. Higher upside with solid risk-adjusted profile (Calmar ~0.76), though drawdowns can be larger in bear markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.091.240.570.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
539.13%10.45%0.54%-0.34%0.6
Protected Leverage 2x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.1 | 18% AR | 80% DD | 2007-22
3,289.68%20.79%2.86%6.83%0.75
Initial Investment
$10,000.00
Final Value
$338,968.22
Regulatory Fees
$1,574.83
Total Slippage
$8,228.02
Invest in this strategy
OOS Start Date
Oct 3, 2022
Trading Setting
Threshold 20%
Type
Stocks
Category
2x leveraged etf rotation, risk-on/risk-off, mean reversion (rsi), trend filter, tactical asset allocation
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QLD
ProShares Ultra QQQ
Stocks
ROM
ProShares Ultra Technology
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UGE
ProShares Ultra Consumer Staples
Stocks
USD
ProShares Ultra Semiconductors
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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 toROM, SSO, USDandUYG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.13%. 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.