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Symphonies
Step by step 0.1.4
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rides the Nasdaq with light leverage in uptrends, hides in T‑bills in downtrends, and takes short-term swings in semiconductors or volatility when markets look overheated or stretched.
NutHow it works
Rules in order: - If a heat gauge (RSI, 0–100) on big indexes/sectors is very high, buy UVXY (benefits when fear/vol spikes). - Else check semiconductors (SOXX): if very hot, short them (SOXS); if very cold, also use SOXS. - Else use a long‑trend filter (SPY vs 200‑day): above it, mostly 50% QQQ + 50% QLD (~1.5× Nasdaq), sometimes SOXL or SQQQ; below it, mostly BIL (T‑bills). KMLM is a cross‑market trend yardstick.
CheckmarkValue prop
Out-of-sample edge: ~29.95% annualized return, ~0.73 Sharpe, +0.31% alpha vs S&P; Calmar ~0.41. Nasdaq/semis upside, T-bills in downturns, volatility/semis hedges—watch for up to ~72% drawdown.

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Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, tactical timing, rsi/overbought, 200-day trend filter, nasdaq, semiconductors, volatility hedge
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Step by step 0.1.4" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Step by step 0.1.4" is currently allocated toQLDandQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Step by step 0.1.4" has returned 39.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Step by step 0.1.4" is 72.58%. 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 "Step by step 0.1.4", 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.