Skip to Content
Symphonies
Sideways Market Mod Below the SPY 200d SMA | FINAL | DereckN
Today’s Change
—

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

About

A tech‑tilted, tactical plan. In weak markets it buys quick dips in leaders; if no dip, it turns defensive or even shorts the Nasdaq. In strong markets it rides growth, briefly hedging with volatility or Treasuries when prices look overheated.
NutHow it works
1) First, classify the market: if the S&P 500 (SPY) is below its 200‑day average, we’re in defense; otherwise, offense. 2) In defense: try to buy sharp dips in tech/semis/FANG/S&P with 3x funds. If no dip, switch to protection: sometimes short the Nasdaq, sometimes hold defensive stock baskets, or back to growth if bonds look firm. 3) In offense: ride growth (TQQQ/SOXL). If things run too hot, briefly hold volatility or long Treasuries.
CheckmarkValue prop
Out-of-sample, this tech-tilted, regime-switching strategy delivers higher risk-adjusted returns vs SPY: Sharpe ~1.10 vs 0.87, annualized return ~77% vs 16.5%, Calmar ~1.28. Expect larger drawdowns but notably stronger upside and hedged growth.

Loading backtest data...

Invest in this strategy
OOS Start Date
Mar 21, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, mean-reversion, leveraged etfs, inverse/short, volatility hedges, tech-heavy
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
FNGS
MicroSectors FANG+ ETNs due January 8, 2038
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toSOXLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 48.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 60.25%. 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.