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Symphonies
Simple Market Strategy / TMV/TMF Selector v2.0
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, two‑regime strategy. In normal markets it mixes “buy‑the‑dip” and bear hedges; in high fear it flips to a rate bet (TMF vs TMV) or briefly diversifies into commodity/equity dips. Uses leveraged ETFs and short‑term signals.
NutHow it works
It switches based on “fear” and recent moves. RSI = short‑term hot/cold score (0–100). Max drawdown = worst drop from a recent peak. If fear (UVXY) isn’t overheated: buy UVXY when stocks look too hot; else after sharp 10‑day drops use bear tools or, in calmer times, buy the dip in bull funds. If fear is spiking: pick TMF/TMV (bet on rates) or briefly diversify into dipped commodities/equities. ETFs used: SPY/QQQ=US stocks; TQQQ/SPXL=3x bull; SQQQ/SPXU=3x bear; UVXY=volatility; TMF/TMV=3x long/short long Treasuries; SHY/BSV=short bonds; UUP=dollar; GLD=gold; DBC/DBA=commodities/agri.
CheckmarkValue prop
Out-of-sample, this strategy targets ~67.4% annualized return vs ~22.1% for the S&P, with higher risk-adjusted metrics (Calmar ~1.32, Sharpe ~1.39) and regime-switching across stocks, rates, and hedges. Drawdown can be higher (~51%) than SPY.

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Invest in this strategy
OOS Start Date
Sep 23, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, regime switching, mean‑reversion, leveraged etfs, volatility targeting, rates/treasuries, commodities hedge
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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 toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 59.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 51.00%. 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.