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Symphonies
V 1.0.0 | 🦠Amoeba | BT JAN 14 2014 | 311.8% AR, 40.5% DD (Dec 12th 2022)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based strategy that shifts between 3x tech/semiconductor bulls (TQQQ, SOXL), 3x bears (SQQQ, SOXS), and volatility (UVXY) using simple “heat” (RSI), trend filters, and bond/commodity checks to press gains in uptrends and defend in selloffs.
NutHow it works
Daily, it checks market “weather.” - Trend: Is the market (SPY/QQQ) above its long‑term average? If yes, it’s risk‑on; if not, it defends. - Heat (RSI): A 0–100 “heat meter.” Hot (>~75) = take profits/hedge with volatility (UVXY). Cold (<~30) = buy the dip if bonds agree. - Picks the strongest 3x bulls (TQQQ=tech, SOXL=semis, UPRO/SPXL=S&P) or flips to 3x bears (SQQQ, SOXS) when trends weaken. - Uses bonds/commodities to confirm risk‑on/off and when to hold TMF/TMV or cash‑like T‑bills (BIL).
CheckmarkValue prop
Out-of-sample, this strategy targets ~67% annualized return vs ~21% for the S&P, with stronger risk-adjusted metrics (Sharpe ~1.23, Calmar ~1.61). It captures tech/semis upside; drawdowns are higher (~41% vs ~19%).

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Invest in this strategy
OOS Start Date
Dec 13, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime switching, trend following, mean reversion, leveraged etfs, volatility trading, tech/semiconductor focus, tactical allocation
Tickers in this symphonyThis symphony trades 52 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund 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 toUSDU, UUP, UGL, TQQQ, SH, UNH, COSTandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 64.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.74%. 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.