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Symphonies
SRC-TESTPORT #147: ☢️ Beta Baller | Fully Cleaned - V1 TCCC | Anansi + WHS | 2011-10-04
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based swing strategy: buy 3x tech/semis on dips, hedge after spikes, and otherwise rotate among leveraged stock or Treasury funds—or cash—based on stock, bond, and commodity trend signals.
NutHow it works
Each day it picks one fund. If tech/markets just spiked, it hedges (UVXY = VIX volatility, or SOXS = −3x semis). If tech/semis look washed out, it buys TQQQ (3x Nasdaq) or SOXL (3x semis). Otherwise it checks big trends (stocks vs commodities, bonds, S&P trend). In risk‑on it rotates among TQQQ/SOXL/UPRO/TNA or TMF (3x long Treasuries). In risk‑off it holds BIL (T‑bills) or uses TMV (−3x long Treasuries).
CheckmarkValue prop
Out-of-sample: ~19.2% annualized vs SPY 18.48%, driven by regime-based hedges and rotations into tech/semis and Treasuries. Potentially higher upside and diversification—though drawdowns can be large in volatile periods.

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Invest in this strategy
OOS Start Date
Jul 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, momentum + mean reversion, volatility hedge, regime filter, daily rebalanced
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 toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 73.47%. 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.