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Symphonies
Protected Leverage 3x Oct 2011 83.1% CAGR 67.6% DD Leveraged S&P 500 / NASDAQ v1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switcher: when bonds act healthy, buy two 3× tech/market funds on short-term dips; when stress hits, rotate to USD and shorts if rates rise, or to gold/long Treasuries/defensive stocks if rates fall. Keeps a cash buffer in Risk ON.
NutHow it works
Risk ON if broad bonds (AGG) beat T‑Bills (BIL) over 60 days. Then buy 2 of: 3× semis/tech/Nasdaq/S&P (SOXL, TECL, TQQQ, UPRO) with the lowest 10‑day RSI (short‑term oversold). Keep ~32% cash. Otherwise Risk OFF. If Treasuries (TLT) lag T‑Bills over 20 days, hold USD (UUP) and short Nasdaq (QID) or short long Treasuries (TBF). If Treasuries beat T‑Bills, hold gold (UGL), 3× Treasuries (TMF), anti‑beta (BTAL), and consumer staples (XLP). Rebalance daily.
CheckmarkValue prop
Out-of-sample, this strategy targets ~48% annualized returns vs ~23% for the S&P, via adaptive risk-on/off and leveraged growth exposure. Higher upside with some increased volatility and drawdown risk.

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Invest in this strategy
OOS Start Date
Oct 2, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, risk-on/risk-off, mean-reversion, trend, equities, bonds, gold, us dollar, defensive, daily rebalance, shorting
Tickers in this symphonyThis symphony trades 14 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
QID
ProShares UltraShort QQQ
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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
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 toTMF, UGL, BTALandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 48.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 66.05%. 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, crypto, and options.