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Symphonies
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + V1e Fund Surfing - K-1 Free
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based rotation that switches risk on/off using bond trends. In Risk ON it rotates between 3x Tech/Nasdaq and Treasuries based on volatility and pullbacks (RSI). In Risk OFF it adapts to interest‑rate direction using USD, commodities, Treasuries, and inverse hedges.
NutHow it works
Each day it asks: Are bonds (BND) up over ~11 weeks? If yes, go Risk ON; if not, Risk OFF. Risk ON: If markets are calm, buy whichever of 3x Tech (TECL), 3x Nasdaq (TQQQ), or Treasuries just pulled back most (by RSI: compares recent up vs down; low=recently fell). As volatility rises, shift to short‑term Treasuries (SHY). Risk OFF: Check rates (via TLT). If rising, favor USD, commodities, market‑neutral or inverse/short funds and often short Treasuries. If falling, hold long Treasuries (TMF) plus defensive funds. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this strategy targets ~54% annualized returns vs ~21% for the S&P, with solid risk-adjusted upside (Calmar ~1.26). Note higher potential drawdowns in stress periods (≈42.7%), but risk-off rules provide protection.

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Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation,risk on/off,leveraged etfs,volatility targeting,rate regime,defensive hedges
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
FXY
Invesco CurrencyShares Japanese Yen Trust
Stocks
HDGE
AdvisorShares Ranger Equity Bear ETF
Stocks
HEFA
iShares Currency Hedged MSCI EAFE ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SJB
ProShares Short High Yield
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 46.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.69%. 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.