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Symphonies
S&P Symphony w/ Leverage - Replace TECL w/ SOXL & XLP w/ XLE
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rotates daily among SPY (S&P 500), UVXY (fear/vol), SOXL (3× semis), PSQ (inverse Nasdaq‑100), XLE (energy), and BND (bonds). Uses a long‑term trend filter plus short‑term “hot/cold” signals to switch between offense, defense, and quick hedges.
NutHow it works
First, check trend: if SPY is above its 200‑day average, hold SPY—unless short‑term “heat” (RSI, a 0–100 hot/cold gauge) is extreme, then move to UVXY (fear/volatility). If SPY is below its 200‑day: buy SOXL (3× semis) if tech looks washed out (low RSI). Else, if QQQ just popped, use PSQ (inverse QQQ); otherwise buy XLE (energy). If QQQ is weak, pick BND or PSQ by stronger 10‑day RSI. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this tactical rotation delivered 28.44% annualized vs SPY's 24.21%, with Calmar ~1.02, indicating solid risk-adjusted upside. A rules-based mix of SPY, semis, energy, bonds, and hedges aims for bigger gains with downside control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.570.670.080.29
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
761.09%15.8%1.36%13.5%0.96
S&P Symphony w/ Leverage - Replace TECL w/ SOXL & XLP w/ XLE
803,675.6%84.55%-1.07%-2.61%1.75
Initial Investment
$10,000.00
Final Value
$80,377,559.91
Regulatory Fees
$134,151.34
Total Slippage
$1,280,730.40
Invest in this strategy
OOS Start Date
Mar 12, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical rotation, leveraged etfs, volatility hedge, sector rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLE
State Street Energy Select Sector SPDR 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 toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.97%. 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.