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Symphonies
Protected Leverage v2.2 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2 | 142.8% AR | 28.4% DD | Nov 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switch between leveraged growth funds in calm times and defensive hedges in stress. Buys recent losers for rebound; pivots to bonds, dollar, gold, commodities, or short hedges when volatility or rising rates hit.
NutHow it works
Each day it checks whether broad bonds have risen lately. If yes (Risk ON), it buys 4 funds that have recently dropped the most from a basket of aggressive 3x stock funds plus a few diversifiers. If market fear is high, it instead rotates among milder picks or flips between long/short long‑term Treasuries. If bonds are weak (Risk OFF), it holds hedges: if rates rise, own U.S. dollar and short tech/short bonds; if rates fall, own long Treasuries, gold, and defensives.
CheckmarkValue prop
Out-of-sample: 24.64% annualized return vs SPY 21.93%, with risk-on/off rotation and hedges aimed at upside in good regimes. Expect larger drawdowns (~60% vs ~19%), and lower risk-adjusted return than the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 4, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, risk-on/off switch, volatility filter, mean reversion rotation, bonds/commodities hedging
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
SQQQ
ProShares UltraPro Short 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 toUPRO, SOXL, TECLandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.83%. 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.