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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

Rule-based switch that reads a volatility fund’s “heat” and recent market drops to flip between risk-on (buy-the-dip in 3x stock ETFs) and risk-off (USD, gold, inverse stock ETFs, or long/short 20+yr Treasuries). High risk due to leverage.
NutHow it works
Fear check: if UVXY (VIX fund) is very hot, go to Bond Mode—if Treasuries are calm, buy the two most beaten‑down of TQQQ, SPXL, SHY, DBC, DBA; else pick TMF (long) or TMV (short). Otherwise, if SPY/QQQ are very hot, hedge with UVXY. Then choose bull vs bear: if S&P fell >6% in 10 days, go defensive (USD+Gold when extreme; else SQQQ/SPXU or short‑term bonds). If not, buy the dip in TQQQ/SPXL; otherwise SHY. Hot/cold=short‑term strength; drop=largest recent fall. Uses 3x ETFs; volatile.
CheckmarkValue prop
Out-of-sample: ~70% annualized returns vs SPY ~22%, Sharpe ~1.42, Calmar ~1.37. Higher upside with leveraged bets; but max drawdown ~51%—suitable only for risk-tolerant investors seeking alpha beyond the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 23, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, cross-asset, risk-on/risk-off, leveraged etfs, mean reversion, volatility hedge, treasuries, commodities, dollar, gold
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. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 69.74%. 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, crypto, and options.