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

About

A safety‑first, on/off switch: mostly T‑Bills. If short‑term strength is strong and volatility is low, it goes all‑in a 3x S&P 500 fund. If strength is weak and tech trends down, it flips to a 3x inverse Nasdaq fund. Otherwise, it stays defensive.
NutHow it works
Most of the time it sits in cash-like T‑Bills. It only makes big bets when: 1) short‑term price strength looks good (RSI = a quick strength gauge) and 2) recent volatility is low. Then it goes all‑in a 3x S&P 500 fund. If strength is weak and tech is in a downtrend (20‑day price below 100‑day), it flips to a 3x inverse Nasdaq fund. Otherwise it stays in T‑Bills with tiny stock side bets sized by recent calmness.
CheckmarkValue prop
Out-of-sample, this strategy posts ~30.4% a year vs SPY ~22.4%, with Calmar ~1.60 and ~19% max drawdown. Defensive core with tiny satellite bets leverages 3x only when momentum and volatility align, boosting upside with controlled risk.

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Invest in this strategy
OOS Start Date
Apr 29, 2023
Trading Setting
Threshold 20%
Type
Stocks
Category
Trend-following, tactical allocation, risk-on/risk-off, momentum, volatility filter, leveraged etfs
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
State Street 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 26.28%. 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, and options.