Skip to Content
Symphonies
S&P Symphony w/ Leverage - Replace TECL w/ SOXL & XLP w/ XLE
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based switching: own SPY in uptrends; if things get too hot, hedge with UVXY. In downtrends, buy oversold semiconductor bounces (SOXL) or rotate to PSQ, XLE, or BND using short-term tech signals.
NutHow it works
Each day it checks trends. 1) If the S&P 500 (SPY) is above its 200-day average (long-term uptrend), hold SPY unless a 0-100 'heat' gauge (RSI) says the market is extremely hot; then briefly switch to UVXY, which jumps when market fear/volatility spikes. 2) If SPY is below that average, either: buy SOXL (3x semiconductors) when tech looks washed out (low RSI), or, based on short-term trend/10-day returns, rotate to PSQ (moves opposite big-tech QQQ), XLE (energy stocks), or BND (bonds).
CheckmarkValue prop
Regime-aware strategy targets higher upside than SPY. Bulls stay in SPY with UVXY hedges; bears rotate to SOXL/PSQ/XLE/BND. Out-of-sample: ~36.5% annualized vs ~24.6% SPY; Calmar ~1.31; max drawdown ~28%.

Loading backtest data...

Invest in this strategy
OOS Start Date
Mar 12, 2023
Trading Setting
Daily
Type
Stocks
Category
Regime filter, momentum & mean reversion, leveraged etfs, volatility hedge, sector rotation, inverse etfs, bonds, energy, semiconductors
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 Shares
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 34.42%. 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.