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

About

Rotates through three modes: swing-trades China (YINN/YANG) after extreme moves; else buys Nasdaq dips with TQQQ unless it just bounced; when no dip, uses a refined HFEA mix (UPRO+TMF vs IEI/GLD/TIP/BSV). High risk, highly tactical.
NutHow it works
Decision ladder: 1) If China’s large-cap ETF (FXI) moved a lot in 5 days (>+12% or <−12%), it plays mean reversion with 3x funds: YINN (bull) or YANG (bear) based on today’s move. 2) Else, if the Nasdaq-100 (QQQ) fell >5% in 5 days, buy TQQQ (3x) unless TQQQ just jumped >5% today—then sit in BSV (short bonds). 3) Otherwise run a refined HFEA: when calm hold UPRO 55% (3x S&P 500) + TMF 45% (3x long Treasuries); if stressed hold IEI/GLD/TIP/BSV.
CheckmarkValue prop
Out-of-sample edge: 24% annualized return vs 19.5% for the S&P, driven by China mean-reversion and Nasdaq-dip plays with a leveraged barbell. Expect larger drawdowns (~38%), but potential alpha as a tactical sleeve, not core.

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Invest in this strategy
OOS Start Date
Aug 30, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etfs, mean reversion, buy-the-dip, tactical, risk-on/risk-off, china equities, nasdaq 100
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 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 toUPROandTMF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.21%. 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.