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Symphonies
Strat That Shall Not Be Named
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, rules-based swing strategy. It buys dips in leveraged tech during uptrends, hedges when markets run hot, and in downtrends toggles among short Treasuries, inverse/volatility hedges, and occasional macro plays (bonds, USD, gold). Not for set‑and‑forget.
NutHow it works
First, check the market trend (is SPY above its long-term average?). - In uptrends: if things look overheated, hold a hedge (UVXY or SQQQ). Otherwise, buy the more “washed out” of TQQQ (3x Nasdaq) or short‑term TIPS (STIP). - In downtrends: if tech is very weak, sometimes buy the dip (TECL/TQQQ/SOXL); otherwise favor short Treasuries (SHY/SHV) or hedges (SQQQ/UVXY), and at times use TLT (long bonds), USD (UUP/UDN), or gold (UGL). It uses RSI as a hot/cold gauge and moving averages for trend.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns vs the S&P: Sharpe ~1.95 vs ~1.14 and Calmar ~3.57, with amplified upside from levered tech and hedges (volatility, bonds, USD, gold). Higher drawdowns, but greater upside potential.

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Invest in this strategy
OOS Start Date
Sep 10, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs,tactical allocation,trend+mean reversion,regime switching,volatility hedge,tech-heavy,macro tilts
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
STIP
iShares 0-5 Year TIPS Bond ETF
Stocks
TECL
Direxion Daily Technology Bull 3x 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.

"Strat That Shall Not Be Named" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Strat That Shall Not Be Named" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Strat That Shall Not Be Named" has returned 109.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Strat That Shall Not Be Named" is 42.85%. 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 "Strat That Shall Not Be Named", 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.