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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

Aggressive, rules‑based rotation in leveraged stock and Treasury ETFs. Buys the most cooled‑off candidate, rides bond trends, hedges with VXX when stocks are overheated, and moves to T‑bills when volatility spikes. High risk.
NutHow it works
Goal: ride trends, avoid wipeouts. When stocks are calm, 70% goes to the cooled‑off fund (by RSI, a hot/cold gauge): TQQQ, SPXL, or SOXL. 30% rides a Treasury trend (TMF if long Treasuries rising; TMV if falling). If volatility jumps, shift to BIL. A black‑swan rule switches to VXX when stocks look overheated, or buys oversold TQQQ/SPXL/SOXL. Tickers: TQQQ=3x Nasdaq‑100; SPXL=3x S&P 500; SOXL=3x semis; TMF/TMV=3x long/short Treas.; VXX=volatility; BIL=T‑bills; SHY=1‑3yr Treas.
CheckmarkValue prop
Out-of-sample results point to far higher upside than the S&P 500: ~57% annualized vs ~22%, with solid risk controls (Calmar ~1.31) and hedges. Expect swings, but the strategy aims to ride trends while limiting losses.

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Invest in this strategy
OOS Start Date
May 2, 2024
Trading Setting
Threshold 15%
Type
Stocks
Category
Leveraged etfs, tactical rotation, mean reversion, trend following, volatility hedge, bonds vs stocks
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 ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street 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 toSPXL, TMVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 43.09%. 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, and options.