Skip to Content
Symphonies
Rising Rates with Vol Switch | KYLE MOD + Jefe
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based rotation for rising‑rate times: own leveraged stock sectors when Nasdaq/Treasuries are calm; flip to crash/defensive hedges (UVXY, SQQQ, TMV, DBMF) when stress hits. Uses RSI “heat” checks and volatility‑based sizing. High risk.
NutHow it works
It watches two markets: QQQ (Nasdaq‑100) and long bonds (TMF). RSI is a short‑term “heat meter” (0–100). - If QQQ is very hot (>79), it buys UVXY (a volatility spike hedge). - If QQQ is very cold (<32), it buys the more beaten‑down of TQQQ (3x Nasdaq bull) or BSV (short‑term bonds). - If QQQ just fell a lot, it shifts to SQQQ (3x Nasdaq bear) or DBMF (managed‑futures diversifier). - If long bonds crack, it uses TMV (3x short bonds) or DBMF. - Otherwise, it holds a low‑vol‑weighted mix of 3x stock‑sector funds (e.g., financials, healthcare, semis, biotech), plus TMF. Rebalanced daily. High risk due to leverage.
CheckmarkValue prop
Out-of-sample annualized return ~53% vs ~21% for the S&P, with Calmar ~1.06 and Sharpe ~1.29. Regime-aware hedges plus leveraged equity exposure target faster growth and stronger risk-adjusted returns than the S&P.

Loading backtest data...

Invest in this strategy
OOS Start Date
Feb 5, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, volatility switch, rising-rates hedging, managed futures, leveraged etfs, daily rebalancing, momentum/mean-reversion
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X 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 toDBMF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 48.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.97%. 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.