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Symphonies
[SIMPLE] v1.1 TQQQ or BvBvB | BlackSwan MeanRev BondSignal
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rule-driven switcher centered on leveraged tech. Buys dips, fades rips, and shifts into volatility/bond hedges when fear or jumpiness rises. Uses RSI, trend, and bond signals. High risk; seeks big upside with crash defenses.
NutHow it works
It’s a rules-based switch. It checks: trend (price vs 25‑day average), a speedometer (RSI: 0–100; <30 = washed‑out dip, >80 = too hot), jumpiness (recent volatility), and the fear gauge (VIX funds). In calm uptrends it owns leveraged tech (TQQQ/TECL/UPRO). On fast drops it buys the dip. If too hot or fear spikes, it flips to inverse tech/VIX hedges. Bond signals guide risk.
CheckmarkValue prop
Out-of-sample annualized return ~20.8% vs S&P ~19%; Sharpe ~0.62. A rules-based, regime-switching strategy that aggressively taps tech upside while using bond/volatility hedges to dampen drawdowns—even as storms can bring bigger max declines.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.631.340.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
61.71%13.16%-0.15%0.4%0.79
[SIMPLE] v1.1 TQQQ or BvBvB | BlackSwan MeanRev BondSignal
1,531.81%105.04%3.65%-6.29%1.84
Initial Investment
$10,000.00
Final Value
$163,181.34
Regulatory Fees
$639.18
Total Slippage
$3,742.42
Invest in this strategy
OOS Start Date
Mar 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical/regime-switching, leveraged tech, mean-reversion + trend, volatility hedging, inverse etfs, bond-vs-stock signal
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVIX
-1x Short VIX Futures 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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.45%. 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.