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Symphonies
Protected Leverage v2.2 3x S&P 500 / NASDAQ v1.1 + Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily “protected leverage”: when stock trends are healthy and calm, own 3x S&P 500 and 3x Nasdaq (sometimes with 3x Treasuries). When risk rises, shift to T‑Bills or hedges. Uses momentum, volatility, drawdown and bond‑regime checks.
NutHow it works
Goal: grow fast in good times, hide in safe assets when trouble hits. - Uses 3x stock funds (UPRO=3x S&P 500, TQQQ=3x Nasdaq) when trends are healthy and day‑to‑day swings are calm. - Uses a simple “recent ups vs downs” score (RSI) to judge strength, plus drawdown and volatility brakes. - When risk rises, it moves to T‑Bills (BIL) or hedges. If rates are rising, it may add a strong‑USD fund (USDU) and inverse stock/bond funds; if rates are falling, it may own 3x Treasuries (TMF) and defensive funds (BTAL, XLP). - Mixes UPRO/TQQQ by which is calmer; buys sharp dips, avoids chasing big one‑day spikes. Rebalances daily.
CheckmarkValue prop
Out-of-sample performance: about 37.3% annualized return vs 21.8% for the S&P 500. Dynamic leverage plus hedging captures big uptrends and shifts to safety when risk rises, offering stronger upside potential while aiming to limit losses.

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Invest in this strategy
OOS Start Date
Jun 9, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, momentum/rsi, volatility filters, drawdown control, bonds/rates regime, hedging, daily rebalance
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toUPROandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.86%. 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.