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Symphonies
Rem's Top 5 Leveraged Sorter | Anansi | 2011-01-04
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-driven swing strategy that mostly rides or shorts the Nasdaq with 3x ETFs. Overbought → buys volatility (VIXY). Oversold → buys 3x tech (TECL). Otherwise picks up to three risk-on/off slices using bond and growth-vs-defensive gauges.
NutHow it works
Each day it checks for extremes first. If QQQ or SPY is very “hot,” it buys VIXY (a volatility fund) expecting a pullback. If QQQ is very “cold,” it buys TECL (3x tech) for a rebound. Otherwise it runs 5 risk-on/off tests (bonds vs bear funds, bonds vs cash, growth vs utilities). It then splits money across the 2 most active and the 1 best‑trending tests: risk-on → TQQQ (3x Nasdaq); risk-off → PSQ (−1x) or QID (−2x) based on SPY vs its 200‑day line.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~0.47 and Calmar ~0.25 indicate solid risk-adjusted returns, despite higher volatility. It aims for ~12.2% annualized return vs SPY's ~16.95%, using Nasdaq/tech tilt with volatility hedges to diversify a core S&P portfolio.

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Invest in this strategy
OOS Start Date
Jul 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs,tactical allocation,trend + mean reversion,nasdaq/tech focus,daily rebalance,risk-on/off switching
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FDN
First Trust Dow Jones Internet Index Fund ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
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 toVIXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 47.19%. 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.