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Symphonies
Sometimes TQQQ v2, Sometimes Managed Futures
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switcher: when the market trend is up, ride leveraged tech/growth; when overheated or choppy, hedge or use a single managed‑futures fund; when trend breaks, short QQQ or hold gold/SPY. Uses simple “heat” (RSI) and trend signals.
NutHow it works
Each day it checks if SPY is above its 200‑day trend. If yes, it rides growth via TQQQ (3x Nasdaq) or UPRO/TECL (3x S&P/Tech), buying dips and avoiding overheated runs using a heat gauge (RSI) and 20‑day trend. If things look hot, it may briefly hedge with UVXY (VIX). If credit looks weak or markets are choppy, it parks in one managed‑futures ETF (DBMF/CTA/KMLM/WTMF/FMF). If SPY breaks trend, it flips to PSQ/SQQQ (short QQQ) or GLD (gold), with occasional quick rebound attempts.
CheckmarkValue prop
Out-of-sample edge: ~53% annualized return vs SPY ~19%, Calmar ~1.15. Regime-based growth with hedges and managed futures aims for higher long-run growth with risk control, though drawdowns can be larger than SPY.

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Invest in this strategy
OOS Start Date
Jun 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, leveraged etfs, volatility hedging, managed futures, market timing, risk management
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
FMF
First Trust Managed Futures Strategy Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy 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 43.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 46.41%. 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.