Skip to Content
Symphonies
V1 | Beta Baller Backed with Treasuries | 215% AR | 39% DD 2012-22
Today’s Change
—

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

About

Fades stock‑market extremes using VIX ETFs and 3x semis/tech, while defaulting to leveraged Treasury ETFs (long or short) based on the bond trend (TLH). Uses RSI, a 0–100 “heat” gauge, to time entries. Very aggressive; expects big swings.
NutHow it works
1) Bond regime: if 10–20yr Treasuries (TLH) are up over ~1yr, default to 3x long‑Treasury; if down, 3x short‑Treasury. 2) A short‑term bond vs 7–10yr Treasury check (BSV/BIL vs IEF) decides if we instead trade stocks/vol: • If S&P 500 (SPY) is hot (RSI high), buy VIX ETFs. • Else flip between 3x semis long/short. • If SPY is very cold (RSI low), use SHY vs SPHB to pick long tech/semis or short. RSI: 0–100 “heat” gauge; high=overbought, low=oversold.
CheckmarkValue prop
Out-of-sample, this strategy targets ~48% annualized returns vs SPY’s ~21%, with alpha and a Calmar ~0.67. It thrives on regime shifts and volatility spikes, offering bigger upside—albeit with larger drawdowns in stress.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 15, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Regime-switching, rsi timing, leveraged etfs, treasuries, volatility, semiconductors, tech, tactical, mean reversion
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x 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 toTMF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 58.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 71.28%. 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.