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Symphonies
$RB V1.3 | Fund Surfing | Michael B | double pop bots | 01-29-11 | VXX edition | SHARED
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, high‑risk rotation that “surfs” the coldest 2x stock pick in calm markets, trend‑trades long Treasuries with a 30% sleeve, flips to VXX when stocks look overheated, and parks in T‑Bills when volatility spikes.
NutHow it works
RSI is a 0–100 heat gauge; <30=cold, >80=hot. - If TQQQ/SPXL look hot (>80), flip to VXX (vol hedge). If any of TQQQ/SOXL/SPXL are cold (<30), buy that one. - Else, if vol is low, surf the coldest of: 2x tech (TQQQ mix), 2x S&P 500 (SPXL mix), or SHY; 70% here. Put 30% in a trend trade on long Treasuries (TMF if up, TMV if down). - If vol is high, sit in BIL. Tickers: TQQQ/SPXL/SOXL=leveraged stocks; SHY/BIL=short Treasuries; TMF/TMV=3x long/short Treasuries; VXX=volatility.
CheckmarkValue prop
Out-of-sample, this strategy targets ~53.7% annual return vs ~21.8% for the S&P, with Calmar ~1.23. It uses rotation, leverage, and hedges for strong upside in calm markets, plus crash protection—though drawdowns can be ~43.7%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.771.550.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
180.76%13.81%2.19%5.01%0.76
$RB V1.3 | Fund Surfing | Michael B | double pop bots | 01-29-11 | VXX edition | SHARED
108,584.55%140.14%3.73%23.54%1.97
Initial Investment
$10,000.00
Final Value
$10,868,454.98
Regulatory Fees
$29,222.25
Total Slippage
$193,770.38
Invest in this strategy
OOS Start Date
May 2, 2024
Trading Setting
Threshold 15%
Type
Stocks
Category
Leveraged etfs, tactical rotation, trend/mean-reversion blend, crash hedge, volatility filter
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
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 toTMF, TQQQandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 53.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.66%. 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.