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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 between China swing trades (YINN/YANG), buying Nasdaq‑100 dips (TQQQ or bonds), and a Hedgefundie‑style 55/45 UPRO/TMF core with a safety switch. Heavy use of 3x ETFs—expect big ups and downs.
NutHow it works
It chooses one playbook at a time: 1) China swing: If FXI (China large‑caps) moved >±12% in 5 days, it bets on a snap‑back with 3x funds YINN (bull) or YANG (bear), picked by the latest 1‑day move. 2) Else Nasdaq dip‑buy: If QQQ fell >5% in 5 days, buy TQQQ (3x Nasdaq) unless TQQQ just jumped >5% in a day—then hold BSV (short‑term bonds). 3) Else core: If the S&P 500’s recent drop is small, hold 55% UPRO (3x S&P) + 45% TMF (3x long Treasuries); otherwise use a safety mix: IEI, GLD, TIP, BSV. Uses 3x ETFs; high risk.
CheckmarkValue prop
Out-of-sample edge: ~25% annualized return vs ~20% S&P, via regime-switching among China swings, Nasdaq dip buys, and a hedgefund-style core. Higher upside, but larger drawdowns (~38%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.270.310.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
731.18%14.91%1.36%5.73%0.9
Symphony Nesting: YINN-YANG / BUYDIPS / HFEAR
29,669.69%45.34%-0.44%9.9%1.14
Initial Investment
$10,000.00
Final Value
$2,976,969.12
Regulatory Fees
$5,322.50
Total Slippage
$33,096.43
Invest in this strategy
OOS Start Date
Aug 30, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etfs, mean reversion, dip buying, tactical allocation, china equities, nasdaq-100, s&p 500, treasuries, gold, risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 24.82%. 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, crypto, and options.