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Symphonies
v1 KLBaller l Ken Liu Best l BrianE Mod l 2011 Mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, daily, rules-based strategy: buys dips in 3x Nasdaq/S&P/semis (and sometimes 3x long Treasuries) when the trend is up, and shifts to inverse ETFs, bonds/cash, the U.S. dollar or commodities when conditions worsen; uses UVXY to hedge extremes.
NutHow it works
Daily, rules-based. First it checks trend (long/short-term averages of SPY) and big drops. If trend is up, it “buys the dip”: picks the two weakest over the last 5 days among 3x stock funds (TQQQ=Nasdaq, SPXL/UPRO=S&P, SOXL=semis) and sometimes TMF (3x long Treasuries). If trend weak/volatile, it goes defensive (SQQQ/SPXS/SOXS inverse funds, BIL/BSV/AGG bonds, UUP dollar, or DBC commodities). Uses RSI (0–100 heat gauge: <30 washed-out, >75 hot) and price spikes to briefly hedge with UVXY. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this strategy aims for ~39.3% annualized return vs SPY’s ~23.3%, using a rules-based dip-buying + hedging framework. It blends aggressive upside with built-in risk controls for diversification beyond the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 18, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, rotation, risk-on/risk-off, mean reversion, trend following, volatility hedge
Tickers in this symphonyThis symphony trades 20 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
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPHB
Invesco S&P 500 High Beta 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 toSOXL, TMF, SPXLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 64.58%. 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, crypto, and options.