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Symphonies
The Five Horsemen of the Apocalypse | Switchboard Remix (DerekN/JKoz/Whsmacon/Anansi) | PWN
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based strategy that rides big‑tech momentum with 3x ETFs when trend is up, cools off when overheated, and shifts to hedges/cash or even goes short when trend weakens. Signals: RSI (hot/cold) and 20‑day/200‑day averages.
NutHow it works
Each day it asks: is the S&P 500 trending up (price above its 200‑day average)? - If yes: ride the strongest 3x tech funds (TQQQ, SOXL, TECL; sometimes UPRO/UDOW). If the market looks “too hot” by RSI (a simple hot‑cold gauge), park in safety (T‑Bills: BIL/SHV, Treasuries: TLT/TMF, market‑neutral: BTAL, or volatility funds: VIXY/SVXY). - If no: hedge (short Nasdaq: PSQ/SQQQ), hold Treasuries (TLT/IEF/BSV) or the dollar (UUP), or buy sharp dips. Switches using RSI and 20‑day trend.
CheckmarkValue prop
Adaptive, regime-switching strategy targets big‑tech rallies (~51% annualized out‑of‑sample) with Calmar ~1.16 and hedges to limit downturns, vs S&P’s ~20% annualized. Higher upside, but larger drawdowns in bear markets.

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Invest in this strategy
OOS Start Date
Feb 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime switching, momentum rotation, trend following, leveraged etfs, volatility hedging, tactical etf allocation
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DIA
SPDR Dow Jones Industrial Average ETF Trust
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCO
ProShares UltraShort Bloomberg Crude Oil
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 toUPRO, SOXL, SVXY, TECL, DIA, UDOW, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 51.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.07%. 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.