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

About

Aggressive daily rotation that buys 3x tech/chips on dips, rides short-term leaders when trends are healthy, and steps aside or hedges when markets look overheated. Switches among TQQQ/SOXL/UPRO/TNA, TMF/TMV, UVXY, or cash (BIL).
NutHow it works
Each day it reads “too hot/too cold” scores (RSI, 0–100) and simple trend checks. If tech looks overheated, it briefly buys a crash hedge (UVXY). If tech/chips look washed out, it buys 3x tech/chips (TQQQ, SOXL). Otherwise it rotates among a few 3x stock ETFs (TQQQ, SOXL, UPRO, TNA), or moves to cash-like T‑bills (BIL), or bets on long-term Treasury bonds up or down (TMF/TMV), based on stock/bond/commodity trends. Very active; rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~19.7% annualized return vs S&P 18.1%, Sharpe ~0.65, alpha ~0.074%. Dynamic levered-ETF rotation with hedges targets more upside in uptrends, but risks larger drawdowns (~73%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.451.560.130.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
605.69%14.71%6.16%5.09%0.91
SRC-TESTPORT #147: ☢️ Beta Baller | Fully Cleaned - V1 TCCC | Anansi + WHS | 2011-10-04
60,923,749,898.28%314.16%2%-3.73%2.29
Initial Investment
$10,000.00
Final Value
$6,092,374,999,828.48
Regulatory Fees
$8,177,076,337.10
Total Slippage
$9,859,239,180.50
Invest in this strategy
OOS Start Date
Jul 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, rotation, regime switching, momentum+mean reversion, volatility hedge, daily rebalanced, us equities, treasuries
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SH
ProShares Short S&P500
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPHB
Invesco S&P 500 High Beta 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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.05%. 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, and options.