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Symphonies
Simple Beta Baller Signal | IEF>IBTK (Other IBT*, SPTI ,SCHQ are related) & SHY>SBND (IBTF, ITBG, ITBE are related)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, RSI‑based switch that flips between safety (short‑term Treasuries), 3× long tech/semis, or 3× inverse tech. It reads “heat” in T‑bills vs long Treasuries and stocks to time risk‑on/risk‑off. Very aggressive and volatile.
NutHow it works
It’s a daily market‑timer using RSI (a 0–100 “heat” gauge: high=hot, low=cold) on a few anchors: cash‑like T‑bills (BIL) vs longer Treasuries (IBTK), the S&P 500 (SPY), and a bond proxy (SBND) vs a 3× high‑beta stock gauge (HIBL). If bonds look friendly and SPY isn’t overheated, it goes all‑in a 3× semiconductor fund (SOXL); if overheated, it hides in short Treasuries (SHY). If bonds look stressed, it either shorts tech (SOXS/SQQQ) or, if risk looks better, goes 3× long tech (SOXL/TECL).
CheckmarkValue prop
Out-of-sample annualized return ~67% vs SPY ~23%, with Sharpe ~1.06 and Calmar ~0.73—strong risk-adjusted upside. This strategy is highly leveraged, so expect large drawdowns in stressed markets but outsized gains when regimes favor tech/semis.

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Invest in this strategy
OOS Start Date
Nov 4, 2022
Trading Setting
Daily
Type
Stocks
Category
Rsi timing,cross-asset regime filter,leveraged etfs,tech/semis focus,long/short,daily rebalance,tactical risk-on/off
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
Stocks
SBND
Columbia Short Duration Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 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 toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 49.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 91.57%. 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.