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Symphonies
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + Fund Surfing - K-1 Free
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “risk switch” that uses bonds to judge stress. In calm times it rotates into 3x S&P/Nasdaq, buying the more oversold of the two. In stress it shifts to cash‑like bonds, USD, long/short defensives, commodities, or shorts; rate regime guides bond longs vs shorts.
NutHow it works
First, ask: are bonds up over ~11 weeks (BND > 0%)? If yes (calmer), split into two slices. When volatility is low/moderate, each slice buys either 3x S&P (UPRO) or 3x Nasdaq (TQQQ) — whichever looks more “oversold” by RSI (a simple gauge of recent pressure; low = just fell). If vol spikes, that slice parks in SHY (cash‑like). If bonds are weak (stress), check rates. Rising rates: favor strong‑USD, commodities/market‑neutral and some inverse funds; if tech is extremely washed‑out, briefly buy a rebound (TQQQ) while shorting long bonds (TMV). Falling rates: hold long Treasuries (TMF), defensive stocks (XLP), anti‑beta (BTAL), and USD (USDU).
CheckmarkValue prop
Out-of-sample edge: ~39% annualized return vs SPY ~21%, powered by dynamic risk-on/off using bond signals and defensive sleeves. Higher drawdowns (~45%), but a compelling risk-adjusted profile (OS Sharpe ~1.14; Calmar ~0.88) vs the S&P.

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Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk on/off, volatility targeting, leveraged etfs, rsi contrarian, macro hedging, k-1 free
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.58%. 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.