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Symphonies
Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rotates across leveraged China (YINN/YANG), Nasdaq-100 dip buys (TQQQ), or a refined Hedgefundie mix. It first trades big China swings, else buys sharp QQQ dips, else holds 55% UPRO/45% TMF or shifts to IEI/GLD/TIP/BSV when markets turn rough.
NutHow it works
Decision order: 1) China swing? If FXI moved >±12% in 5 days, take a mean‑reversion bet: use YINN (3x China up) after a sharp down day (>3%); otherwise use YANG (3x China down). 2) Else Nasdaq dip? If QQQ fell >5% in 5 days, buy TQQQ (3x QQQ) unless it just bounced >5% (then hold BSV bonds). 3) Else run Hedgefundie: calm S&P → 55% UPRO (3x S&P) + 45% TMF (3x long Treasuries); stressed → IEI, GLD, TIP, BSV.
CheckmarkValue prop
Out-of-sample, this strategy targets ~24% annualized return vs ~19.5% for the S&P, powered by China-swing mean-reversion and Nasdaq-dip buys plus a risk-on/off hedge. Expect higher stress drawdowns (~38% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.270.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
729.95%14.65%0.54%-0.34%0.89
Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR
30,289.24%44.68%5.59%2.04%1.13
Initial Investment
$10,000.00
Final Value
$3,038,924.13
Regulatory Fees
$5,531.00
Total Slippage
$34,445.64
Invest in this strategy
OOS Start Date
Aug 30, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etfs, china equities, mean reversion, nasdaq-100 dip buying, tactical asset allocation, risk-on/off, bonds and gold hedging
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
FXI
iShares China Large-Cap ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TIP
iShares TIPS Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toUPROandTMF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 37.73%. 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.