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Symphonies
SFV by SBF - Stop Financial Violence - Insolvency Edition | Deez | 29APR2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Mostly cash-like T‑Bills with tiny stock slices. In calm, strong uptrends it flips into a 3x S&P 500 fund; if tech weakens into a downtrend, it flips into a 3x inverse Nasdaq‑100 fund. Otherwise, it stays defensive.
NutHow it works
Default: sit mostly in T‑Bills (~97%) with tiny, calmer‑weighted slices of stock ETFs. Go “risk‑on” only if recent stock strength is solid (several RSI checks pass). If strength is solid and swings are calm (low 10‑day volatility), buy a 3x S&P 500 fund (SPXL). If strength isn’t solid and tech is trending down (20‑day avg below 100‑day), buy a 3x inverse tech fund (SQQQ). Otherwise stay in the T‑Bill base.
CheckmarkValue prop
Out-of-sample, this strategy aims for ~29% annualized return vs SPY ~22%, with Calmar ~1.55. It stays mostly in cash, using tiny, levered bets to capture upside while keeping drawdowns in check—better upside with solid risk control.

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Invest in this strategy
OOS Start Date
Apr 29, 2023
Trading Setting
Threshold 20%
Type
Stocks
Category
Tactical allocation, momentum, volatility filter, leveraged etfs, risk-on/risk-off, defensive core
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
JEPI
JPMorgan Equity Premium Income ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SMH
VanEck Semiconductor 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
SQQQ
ProShares UltraPro Short QQQ
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 toSOXL, SMH, QQQ, SPXL, SPY, JEPI, TQQQ, IWM, SCHDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.00%. 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.