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Symphonies
$RB Simple 20d BND vs 60d SH | VXX edition (no k1)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical strategy that tries to front‑run pullbacks: when indexes/sectors look overheated it buys some VXX plus T‑Bills; otherwise it trend‑follows with leveraged equity ETFs (mainly TQQQ) when conditions favor stocks, or stays in cash.
NutHow it works
It watches a short‑term “heat” score (RSI, 0–100) on the market (SPY/QQQ) and sectors. When things look very hot (RSI ~80–85), it shifts part of the portfolio into VXX (a volatility bet) and BIL (T‑Bills), scaling ~25–50% VXX. If not hot, it uses a bond‑vs‑bear test (BND vs SH) and trend checks to go risk‑on with TQQQ/TECL/SPXL, or sit in BIL. Rarely uses PSQ to hedge.
CheckmarkValue prop
Dynamic, signal-driven strategy aims for outsized upside in favorable markets (out-of-sample ~39.8% annualized vs S&P ~17%), with hedges (VXX/BIL) to manage risk. Higher growth potential than the S&P, but with higher volatility.

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Invest in this strategy
OOS Start Date
Jul 17, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, volatility hedging, rsi-based signals, trend following, leveraged etfs
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RETL
Direxion Daily Retail Bull 3X Shares
Stocks
SH
ProShares Short S&P500
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 50.50%. 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.