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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

A safety‑first, daily system. It moves to cash when volatility jumps, avoids buying when markets run hot, and in downtrends makes short, tactical swings in S&P 500/Nasdaq (tech‑heavy) via leveraged ETFs—or hides in short‑term bonds.
NutHow it works
Daily: 1) If volatility (UVXY) is spiking (RSI, a 0–100 score of recent up vs down days, is high), park in T‑bills (BIL). 2) If the S&P 500 (SPY) is above its 200‑day average, mostly sit in cash and avoid buying when RSI says SPY/QQQ are overheated. 3) If below it, use RSI to take brief rebounds in Nasdaq/S&P via 3× bull funds (TQQQ/UPRO) or, if weak, either short with 3× bear (SQQQ/PSQ) or hide in short‑term bonds (BSV). Rebalances daily.
CheckmarkValue prop
Out-of-sample: Sharpe ~1.52, annualized return ~20.64%, max drawdown ~7.57%, Calmar ~2.73 - superior risk-adjusted vs S&P. Daily, rules-based hedging with cash/bonds during volatility, preserving capital while seeking upside.

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Invest in this strategy
OOS Start Date
Feb 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi/mean‑reversion, trend filter (200‑day), volatility hedge, leveraged/inverse etfs, 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
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 20.64%. 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, crypto, and options.