Skip to Content
Symphonies
Simons Simple Beta Baller Signal V2 | IEF>IBTK (Other IBT*, SPTI ,SCHQ are related) & SHY>SBND (IBTF, ITBG, ITBE are related)
Today’s Change
—

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

About

A daily, high‑risk rotation that flips among 3x Tech/Semis bulls (TQQQ, SOXL, FNGU), hedges (SQQQ, SOXS) or Treasuries (SHY, TLT/TMF) using a short‑term “hot/cold” meter and bond signals. Big Tech/Semiconductor tilt; very volatile.
NutHow it works
RSI here is a short‑term “hot/cold” meter. 1) If T‑bills (BIL) look cooler than 2030 Treasuries (IBTK) = risk‑on: if the S&P 500 looks very hot, park in SHY; otherwise buy FNGU (3x big tech). 2) Else (stress): bond cross‑check picks either a hedge (SOXS or SQQQ/TLT) or a bounce (TQQQ or SOXL), choosing the most beaten‑down by that meter. Daily rebalance.
CheckmarkValue prop
High-risk tech/semis rotation. Out-of-sample results are negative: ~-42% annualized return and ~69.6% max drawdown vs SPY’s +16% and ~18% drawdown. Not a core holding—use as a speculative satellite with strict risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.21.20.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
17.8%15.18%9.27%4.88%0.84
Simons Simple Beta Baller Signal V2 | IEF>IBTK (Other IBT*, SPTI ,SCHQ are related) & SHY>SBND (IBTF, ITBG, ITBE are related)
-9.29%-8.07%4.41%47.58%0.39
Initial Investment
$10,000.00
Final Value
$9,071.09
Regulatory Fees
$16.90
Total Slippage
$105.61
Invest in this strategy
OOS Start Date
Jul 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, semiconductors, big tech, nasdaq-100, risk-on/risk-off, momentum and mean reversion, us treasuries, daily rebalancing
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
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 toSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -7.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 69.63%. 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.