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Symphonies
Total Market Trend 4 - 3 W/Shorter Trends
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based trend follower. ~60% goes to SPY, QQQ, DIA, IWM (15% each), ~40% sits in cash. For each index, 3 moving-average checks scale between the standard ETF and its 3x version—pressing in uptrends and easing off otherwise.
NutHow it works
It tracks 4 US stock baskets: SPY (S&P 500), QQQ (big tech), DIA (Dow 30), IWM (small caps). Each targets ~15%. For each, 3 tests compare faster vs slower price averages (5>20, 20>60, 60>120 days). Each bullish test moves one‑third into the 3x version (SPXL, TQQQ, UDOW, URTY); bearish keeps the 1x ETF. About 40% stays in cash. No set rebalancing; it adjusts only when these trend signals flip.
CheckmarkValue prop
Out-of-sample, this strategy aims ~34–35% annualized return across four US sleeves with ~40% cash, using trend-driven 3x leverage to capture upside beyond SPY while moderating risk—though drawdowns can be larger in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.032.110.880.94
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
744.59%14.24%-0.15%0.4%0.86
Total Market Trend 4 - 3 W/Shorter Trends
2,702.27%23.12%-1.51%0.4%0.73
Initial Investment
$10,000.00
Final Value
$280,226.92
Regulatory Fees
$106.68
Total Slippage
$595.01
Invest in this strategy
OOS Start Date
May 23, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, tactical allocation, leveraged etfs, us equities, moving averages, rules-based
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks
URTY
ProShares UltraPro Russell2000
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 toQQQ, SPXL, TQQQ, URTY, IWMandUDOW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.29%. 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.