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Symphonies
TESTPORT #135: Pot o' Scraps - TQQQ or not + Dash SQQQ | Top Cap by MA (Expanded) | V3.0.4.5 BB Cleanup (Anansi) | ( (515% AR - BT 2017-05-05)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, fast‑switching strategy that rotates among leveraged tech/semis/S&P, inverse/volatility hedges, Treasuries, oil/energy, or cash‑like T‑Bills using short‑term trend and overbought/oversold signals plus rates/commodities cues. Very high risk.
NutHow it works
First it checks if the Nasdaq (QQQ) is rising vs its recent average. If yes, it rides fast movers or sits in T‑Bills: TQQQ=3x Nasdaq, SOXL=3x semis, UPRO=3x S&P; hedges with SQQQ/SPXU/SOXS (inverse) or UVXY (vol). It buys dips when oversold and takes cover after sharp spikes. It also watches rates/commodities to flip between TMF/TMV (3x Treasuries) or oil/energy (UCO/ERX). In stress it parks 60% in BIL (T‑Bills) and 40% in one strong megacap.
CheckmarkValue prop
Out-of-sample, this strategy seeks to beat the S&P through tactical rotations and hedges, delivering ~23.3% annualized returns vs ~18.9% for SPY. It carries higher drawdown risk (~43%) and volatility, but employs risk controls to protect during stress.

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Invest in this strategy
OOS Start Date
Mar 19, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, leveraged etfs, volatility hedge, macro regime rotation
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CVNA
Carvana Co.
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -2.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.60%. 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.