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Symphonies
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + Blend: V4 & V5 CFS + BBD, BHFEAR | BIL - K-1 Free
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily timer that rides 3x US stocks (S&P 500 and Nasdaq) when trends are healthy, buys sharp dips, and shifts to cash, USD/JPY, staples, commodities, or short/long Treasuries when risk rises. Aims for high growth with strong drawdown control.
NutHow it works
Each day: If bonds (BND) have been up over ~2 months ⇒ Risk ON; else Risk OFF (then pick hedges by rates: falling=TMF; rising=cash/BIL, long USD/USDU, short bonds TMV/TBT, staples XLP, commodities PDBC). Risk ON: “surf” 3x UPRO=3x S&P 500 and TQQQ=3x Nasdaq‑100; sometimes add TMF (55/45). Buy dips after 5‑day drops, avoid +5% spikes, otherwise use BIL. Uses RSI (0–100 ‘heat’ of recent moves), volatility, and drawdown to decide.
CheckmarkValue prop
Out-of-sample this strategy targets far higher upside than the S&P (≈56% vs 21% annualized) with solid risk-adjusted metrics (Calmar ~1.16, Sharpe ~1.28) and dynamic hedges to balance growth and risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.460.890.210.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
299.92%13.47%1.36%5.73%0.8
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + Blend: V4 & V5 CFS + BBD, BHFEAR | BIL - K-1 Free
30,241.83%68.35%4.19%32.05%1.67
Initial Investment
$10,000.00
Final Value
$3,034,182.62
Regulatory Fees
$9,325.68
Total Slippage
$56,778.38
Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged equity timing, risk-on/risk-off, momentum/rsi, buy-the-dip, volatility targeting, bonds, currencies, commodities, defensive hedges
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 56.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.77%. 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.