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Symphonies
Protected Leverage 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2 | 136% AR | 28% DD | 2011-22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based risk‑on/risk‑off rotation. When bonds look healthy it buys the 4 most recently sold‑off high‑octane funds (mostly 3x stock ETFs). When bonds look weak it shifts to USD, Treasuries (long or short), gold and other defensive picks. Very aggressive.
NutHow it works
Step 1: If bonds (BND, broad bond fund) rose over ~2 months → Risk ON; otherwise → Risk OFF. Risk ON: If fear (UVXY, a “fear gauge” ETF) is calm, buy the 4 most recently sold‑off choices from 3x stock ETFs plus some diversifiers. If fear is hot, either rotate into 2 sold‑off picks from a broader list or choose long vs short Treasuries (TMF vs TMV) based on which just fell less. Risk OFF: If rates rising (TLT, long Treasuries, is down), hold USD + a bearish hedge. If rates falling, hold gold, long Treasuries, anti‑beta, staples. Rebalance daily.
CheckmarkValue prop
Out-of-sample edge: about 25.7% annualized return vs SPY's 23%. A dynamic risk-on/risk-off rotation targets big upside with leveraged ETF picks and hedges, offering regime diversification. Caveat: drawdowns around 60% vs SPY's ~19%.

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Invest in this strategy
OOS Start Date
Oct 3, 2022
Trading Setting
Daily
Type
Stocks
Category
Risk-on/risk-off, leveraged etf rotation, mean reversion, volatility filter, interest-rate regime, defensive hedging, daily rebalance
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toUPRO, SOXL, TECLandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 59.56%. 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.