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Symphonies
Simons IFF Fund: Short it baby! 0.0.0.3.1 V2 (mainly TQQQ FTLT)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast-moving, contrarian strategy. It shorts tech and semis after sharp run-ups, rides the trend otherwise, and uses a volatility ETF when markets look overheated. Very high risk: relies on leveraged/inverse ETFs and timing signals.
NutHow it works
Two sleeves: ~80% Nasdaq/QQQ, ~20% semiconductors. If the market looks overheated (10‑day RSI very high on major ETFs), jump to UVXY (a “fear” ETF). Otherwise: after big QQQ run-ups, short QQQ (size set by recent volatility). If no run-up: in uptrends hold TQQQ unless overheated (then UVXY); in downtrends try quick bounces (TECL/UPRO) or pick SQQQ vs TLT by recent strength. Semis sleeve does the same idea with SOXL/SOXS. RSI = recent up‑vs‑down score (0–100). 200‑day average = long‑term trend. Volatility = how choppy daily moves are.
CheckmarkValue prop
Out-of-sample edge: ~83% annualized return vs SPY ~25%, with Sharpe ~1.20 and Calmar ~1.57. A two-sleeve contrarian/trend strategy targeting tech/semis, plus volatility hedges—higher risk, potentially bigger upside.

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Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, leveraged etfs, inverse etfs, volatility hedge, tech-heavy, semiconductors, trend filter, mean reversion, short-term
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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, SOXSandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 82.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 52.84%. 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.