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Symphonies
Test IBKR Fees
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “buy the dip” system. It ranks a set of leveraged bull/bear ETFs by how much they fell over 2 days (RSI), buys the 4 most beaten-down, equal-weight, and rebalances every day. Heavy use of leveraged funds makes it very risky.
NutHow it works
Universe: ETFs tied to big indexes, often 3x leveraged—Nasdaq-100 up (TQQQ, QLD) and down (SQQQ, QID); Semis up (SOXL) and down (SOXS); S&P 500 up (UPRO) and down (SPXS); long US Treasuries up (TMF, TLT) and down (TMV); cash-like (BIL, BSV). Each day it scores 2-day “recent drop” (RSI). It buys the 4 lowest scores (most beaten-down), splits money equally, and repeats daily. Very risky.
CheckmarkValue prop
Out-of-sample edge: ~21.6% annualized return vs SPY ~20.5%, with alpha across 13 ETFs. Calmar ~0.60 indicates solid risk-adjusted upside; higher drawdown (~35.7%) reflects levered mean-reversion but can yield larger gains in favorable regimes.

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Invest in this strategy
OOS Start Date
Dec 1, 2022
Trading Setting
Daily
Type
Stocks
Category
Daily mean-reversion, leveraged etfs, rsi(2), bull/bear pairs, equities, semiconductors, treasuries, cash-like
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.

"Test IBKR Fees" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Test IBKR Fees" is currently allocated toTMF, SPXS, TLTandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Test IBKR Fees" has returned 21.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Test IBKR Fees" is 35.75%. 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 "Test IBKR Fees", 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.