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Symphonies
SMH vs FTLS RSI compare w/ Pre Runner WM 74
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rules: sell euphoria with a volatility hedge, buy big dips with leveraged tech, else follow leadership. If semis (SMH) beat a cautious long/short fund (FTLS), go risk-on (TQQQ); if not, rotate into steadier diversifiers (managed futures, dollar, bonds, vol).
NutHow it works
Each day it checks a simple “hot/cold” score (RSI). If big indexes look too hot, it hedges with volatility (UVXY). If they look washed out, it buys the dip with 3x tech/semis (TQQQ/TECL/SOXL/SPXL). Otherwise it compares chips (SMH) vs a cautious long/short fund (FTLS): if chips lead, go aggressive (TQQQ); if not, hold calmer diversifiers picked for steadiness (FTLS, KMLM=managed‑futures, UUP=dollar, bonds/vol).
CheckmarkValue prop
Out-of-sample, this strategy targets ~37.6% annualized return vs ~17.5% for the S&P, with positive alpha and a Calmar ~1.22. Sharpe is near SPY; expect higher upside with larger, but managed, drawdowns (~31% vs ~19%) during stress.

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Invest in this strategy
OOS Start Date
Jan 29, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum vs defensive, rsi-based, volatility hedging, leveraged tech/semis, managed futures, long/short, bonds/dollar
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 37.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.77%. 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.