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Symphonies
v1.03 - Non-Inverted Yields Bear Market (RSI)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based bear‑market swing system: hide in T‑bills on volatility spikes; when the trend is weak, use quick oversold/turn signals to hop into 3× bull or 3× bear ETFs, or short‑term bonds. Bull regime is a cash placeholder.
NutHow it works
Daily rules. 1) If a volatility gauge (UVXY) shows a hot short‑term heat score (RSI) > 70, park in T‑bills (BIL). 2) Else, if the S&P 500 (SPY) is above its 200‑day trend line (moving average), this version stays in T‑bills. 3) Else (weak market), quick heat/turn checks (RSI and 20‑day average) on the Nasdaq (QQQ, PSQ) and SPY switch between: 3× bull funds (TQQQ/UPRO), 3× bear (SQQQ), or short‑term bonds (BSV). 3× funds are very high risk.
CheckmarkValue prop
{"type":"object","properties":{"value_proposition":{"type":"string","description":"Out-of-sample Sharpe ~1.32 vs SPY ~1.24, Calmar ~2.19, max drawdown ~7.6% vs ~18.8%. Tactical hedges and cash safety reduce losses while pursuing ~16.6% annualized OOS returns vs the S&P 500."}}}

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Invest in this strategy
OOS Start Date
Feb 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi momentum, trend filter, volatility hedge, leveraged etfs, bonds/cash, daily rebalance
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.57%. 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.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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Keep in mind, investing involves risk. Examples are for illustrative purposes and are not a recommendation, an offer to sell, or a solicitation of an offer to buy any security. Past performance is no guarantee of future results.

Online trading has inherent risk due to system response, execution price, speed, liquidity, market data and access times that may vary due to market conditions, system performance, market volatility, size and type of order and other factors. An investor should understand these and additional risks before trading.

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