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

About

Daily, it switches risk based on bonds vs cash. Risk‑ON: ~2/3 in two leveraged stock/tech funds picked by a 'heat' score (RSI), rest cash. Risk‑OFF: inverse Nasdaq or inverse Treasuries when rates rise; gold, Treasuries, staples when rates fall.
NutHow it works
Daily check. If broad bonds beat cash over 60 days: Risk‑ON. Put ~68% into two leveraged stock/tech funds with the lowest short‑term heat score (RSI: lower = recently weaker); keep ~32% cash. Else: Risk‑OFF. Check long Treasuries (20 days). If falling (rates up): mostly an inverse Nasdaq or inverse Treasury fund + US dollar. If rising (rates down): split across gold, long Treasuries, consumer‑staples, and a low‑risk/short‑high‑risk fund.
CheckmarkValue prop
Out-of-sample shows ~49% annualized return vs 23% for the S&P, with Calmar ~0.74. It dynamically shifts between leveraged growth and hedges, aiming for big upside while using cash buffers to cushion volatility—though drawdowns can be larger.

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Invest in this strategy
OOS Start Date
Oct 2, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etf rotation, risk-on/risk-off, trend + mean reversion, macro hedging, daily rebalance
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 ETF
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
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 toUUPandQID. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 49.94%. 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, and options.