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Symphonies
V1 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 | BIL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-speed plan: in rough markets, buy sharp 5‑day dips with leveraged stock ETFs or sit in cash. In calm bull markets, hold ~55% leveraged stocks and 45% leveraged Treasuries; flip to cash when short‑term stress appears. Daily checks, 1099/no K‑1.
NutHow it works
Daily it chooses between cash (BIL), leveraged stocks, and leveraged Treasuries based on market stress. If SPY has been down >10% from a high in the past year: only buy big 5‑day dips (>5%) in QQQ/SPY via TQQQ/UPRO; otherwise stay in BIL and avoid buying on >5% rebound days. Else (calmer): if the past 10 days show <5% drop, hold ~55% UPRO/TQQQ (sized by recent volatility) and 45% TMF; otherwise BIL. Tickers: BIL=T‑Bills; SPY=S&P 500; QQQ=Nasdaq‑100; UPRO=3x SPY; TQQQ=3x QQQ; TMF=3x long Treasuries.
CheckmarkValue prop
Dynamic regime-driven sleeve that leverages after clear dips and otherwise stays in cash. Aimed at diversification and risk reduction versus SPY, but out-of-sample returns can lag and drawdowns may be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.860.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
694.01%13.78%3.88%-0.84%0.84
V1 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 | BIL
9,877.83%33.21%18.23%26.19%1.14
Initial Investment
$10,000.00
Final Value
$997,783.31
Regulatory Fees
$1,562.15
Total Slippage
$8,331.91
Invest in this strategy
OOS Start Date
Feb 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, buy-the-dip, leveraged etfs, risk-parity, tactical allocation, us equities, treasuries, volatility targeting, cash filter, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 toTMF, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.52%. 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.