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Symphonies
[STRATGPT-PROD] Safety Range | Deez | 3YR AR:74.8% DD:29.1% {prompt : ***}
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys what’s recently fallen the most from a small set of bond and 3x stock ETFs. Keeps about half in cash, and splits the rest equally between the two most “oversold,” aiming to catch short-term rebounds while tempering risk.
NutHow it works
Universe: TLT/IEI = US Treasury bond funds; UPRO/TQQQ/SOXL = 3x bull funds on the S&P 500, Nasdaq‑100, and semiconductor stocks (very volatile). Each day, a 14‑day “recent slump” meter (RSI) ranks them. Lower = more beaten‑down. Buy the bottom two. Keep ~50% in cash; split the other half equally. Adjust when rankings change.
CheckmarkValue prop
Out-of-sample, this rules-based rotation buys oversold assets (3x equity ETFs and Treasuries) with a 50% cash cushion. It targets ~66% annualized return vs ~20% for the S&P, ~1.12 Calmar, but comes with larger drawdowns (~59%).

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Invest in this strategy
OOS Start Date
Jul 21, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Tactical, mean reversion, etf rotation, rsi-based, leveraged etfs, us treasuries, us equities, cash overlay
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 toSOXLandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 63.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 58.95%. 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.