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Symphonies
Simons Holy Grail Revamped | Anansi V5 - Simplified
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Fades extremes, then follows trend. Overheated markets switch to VIX funds; oversold markets buy 2–3x bull ETFs; otherwise it uses a 200‑day trend to choose between TQQQ/PSQ in uptrends and SQQQ or TLT in downtrends.
NutHow it works
One-position, rules-based. It uses a 10‑day RSI (a 0–100 “heat” score): if SPY/QQQ or big sectors (XLK=tech, XLF=banks, XLP=staples, VOX=comms, VTV=value) look too hot (>~79), it flips into VIX funds (UVXY/VIXY) that often pop when stocks slip. If things look too cold (<~30), it buys 2–3x bull funds (TQQQ, UPRO, SOXL, TECL, LABU, QLD, SSO, ROM). Otherwise it follows trend: above the 200‑day ⇒ TQQQ (unless stress, then PSQ); below ⇒ SQQQ or TLT, whichever is stronger.
CheckmarkValue prop
Out-of-sample, this strategy seeks higher upside than the S&P via leveraged bets, VIX hedges, and trend signals. It delivers ~43% annualized return with Calmar ~0.80 (Sharpe ~0.82) vs SPY ~18%, but with ~54% max drawdown.

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Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, mean reversion, trend following, momentum, volatility hedge, leveraged etfs, sector rotation, long/short switching
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 47.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 54.05%. 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.