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

About

Buys the two most beaten‑down choices from a small set of bond funds and very aggressive 3× stock funds (S&P 500, Nasdaq‑100, Semiconductors), split 50/50, aiming for short‑term rebounds. High risk when it’s in the 3× funds.
NutHow it works
It looks at 5 funds: two U.S. Treasury bond funds (TLT = long-term, IEI = mid-term) and three very aggressive 3× stock funds (UPRO = S&P 500, TQQQ = Nasdaq‑100, SOXL = Semiconductors). Every check‑in it uses a ~2‑week “hot/cold” score (more recent losses = colder), buys the two coldest, split 50/50, aiming for a bounce. It trades only when picks change or weights drift a bit.
CheckmarkValue prop
Compelling mean-reversion strategy: buys the two coldest from a bond+3× equity mix to catch rebounds. Outsample: ~66% annualized return vs SPY ~20%; Calmar ~1.12; Sharpe ~1.17. Higher upside with diversification, but expect sizable drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.182.420.640.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
646.11%13.4%-4.19%-3.74%0.82
[STRATGPT-PROD] Safety Range | Deez | 3YR AR:74.8% DD:29.1% {prompt : ***}
45,585.88%46.7%-9.75%0.36%1
Initial Investment
$10,000.00
Final Value
$4,568,587.82
Regulatory Fees
$13,555.67
Total Slippage
$84,213.68
Invest in this strategy
OOS Start Date
Jul 21, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Mean reversion, tactical rotation, leveraged etfs, bonds, s&p 500, nasdaq-100, semiconductors
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 ETF
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 toTQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 54.78%. 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.