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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily-rebalanced, five-bucket momentum strategy using RSI and moving-average tests to pick a single asset per bucket among leveraged ETFs and hedges (e.g., TQQQ, SPXL, UVXY, SQQQ) across tech, EM, gold, and real estate, with fixed group weights totaling 100%.
NutHow it works
- The system splits capital into five buckets with fixed weights: Tech-leveraged (42%), Emerging Markets (26%), a secondary tilt called 'boosted zoop' (16%), Gold-related (10%), and Real Estate (6%). - Within each bucket, it scans a set of assets and uses simple momentum tests (short-term RSI and price vs moving averages) to decide which asset to buy within that bucket. - It tends to pick at most one asset per bucket (the 'top' asset that satisfies the rules). If no asset meets the criteria, the bucket may stay flat or move to a hedge option. - The strategy uses hedges when momentum is extremely heated or risk signaling suggests trouble (for example, moving into UVXY or SQQQ under certain momentum/RSI conditions). - Rebalancing happens daily, so weights and assets can shift every trading day based on the latest signals. - The overall aim is to ride trends across multiple asset classes (tech leverage, EM, gold, REITs) while keeping risk in check with hedges and diversified exposure.
CheckmarkValue prop
Multi-asset momentum with hedges delivers superior risk-adjusted upside vs the S&P 500: oos return ~75% vs ~29%, oos Sharpe ~1.55 vs ~1.40, Calmar ~2.89. Expect higher drawdowns in downturns, but larger upside when trends run.

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Invest in this strategy
OOS Start Date
Mar 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Quantitative strategy, momentum, leveraged etfs, multi-asset, risk-controlled
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
GLL
ProShares UltraShort Gold
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IVV
iShares Core S&P 500 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 toDRN, UGL, TQQQ, EDCandIVV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 57.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.93%. 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.