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Symphonies
Super LBT Trend
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules decide risk‑on vs risk‑off. In uptrends it tilts to US stocks—especially tech (QQQ/SPY, sometimes leveraged). When momentum fades, it moves to cash‑like T‑Bills, Treasuries, gold, the US dollar, and defensive sectors; can short in big drops.
NutHow it works
It’s a bundle of simple “trend” checks run daily. Tests use moving averages (price vs recent average) and RSI (a heat meter: high=hot, low=cold). • If trends look healthy, it leans into US stocks—mainly tech‑heavy QQQ/SPY (sometimes 2x QLD). • If weak, it parks in T‑Bills (BIL), Treasuries (TLT/IEF), gold (GLD), the US dollar (UUP), or defensive sectors (XLU/XLP); it may short in sharp declines (PSQ/QID/SH).
CheckmarkValue prop
Out-of-sample, this trend-ensemble delivers higher risk-adjusted returns (Sharpe ~0.99 vs ~0.92) and smaller drawdowns (11.6% vs 18.8%), offering steadier upside with superior downside protection versus the S&P 500.

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Invest in this strategy
OOS Start Date
Dec 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset trend, momentum, risk-on/risk-off, etfs, leveraged/inverse, defensive hedging, daily rebalance
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
DDM
ProShares Ultra Dow30
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEO
iShares U.S. Oil & Gas Exploration & Production ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort 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.

"Super LBT Trend" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Super LBT Trend" is currently allocated toIEO, IEF, QQQ, UUP, DBC, SPY, DBO, XLE, SH, XLU, GLD, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Super LBT Trend" has returned 9.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Super LBT Trend" is 11.63%. 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 "Super LBT Trend", 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.