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Symphonies
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily risk‑on/risk‑off strategy. In calm uptrends it “surfs” the most‑fallen leveraged stock funds for rebounds; when conditions worsen it rotates into bonds, gold, commodities, currencies, or bearish hedges, guided by RSI, drawdowns, and trend signals.
NutHow it works
Regime: If bonds (BND) rose over ~11 weeks → Risk ON; else → Risk OFF. Risk ON: If volatility is calm, buy 4 most‑fallen among leveraged stock funds plus bonds/commodities/BTAL (mean‑reversion). If volatility spikes, mostly toggle between long vs short long‑term Treasuries and take brief bounce trades. Risk OFF: If rates rise, favor USD/currencies/commodities and bearish hedges (often short bonds). If rates fall, hold gold, long Treasuries, BTAL. Equal‑weight; rebalance daily. RSI=hot/cold.
CheckmarkValue prop
Out-of-sample annualized return ~33% vs S&P 500 ~21%, with regime-based risk controls. Seeks equity-like upside via leveraged stock bets in favorable markets, while shifting to bonds/gold/currencies to defend during turbulence.

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Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Risk-on/off, multi-asset, leveraged etfs, mean reversion + trend, volatility-aware, rising-rate hedge
Tickers in this symphonyThis symphony trades 28 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
EUO
ProShares UltraShort Euro
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FXY
Invesco CurrencyShares Japanese Yen Trust
Stocks
HDGE
AdvisorShares Ranger Equity Bear ETF
Stocks
HEFA
iShares Currency Hedged MSCI EAFE ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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, TMF, URTYandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 61.21%. 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.