Skip to Content
Symphonies
V1.1 | What More Do You Need? (Even Longer Backtest) | HTX mod
Today’s Change
—

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

About

A rule-based switch that rotates among tech, Treasuries, and defensive plays. It exits to long bonds when stocks are overheated, buys leveraged tech on deep dips, and in downtrends shifts to shorts, cash-like Treasuries, or the dollar/oil.
NutHow it works
It reads the market’s “temperature.” If tech or the market looks red‑hot, it parks in long US Treasuries. If tech looks washed out, it buys leveraged tech funds. Otherwise it mixes mean‑reversion and trend: in uptrends it pairs staples with the strongest of oil, dollar, or S&P; in downtrends it favors bearish or cash‑like picks. Tickers: QQQ/QLD/ROM=tech, TLT/IEF/SHY/SHV/BIL=US Treasuries, QID/SH=short stock funds, UUP=dollar, DBO=oil, XLP=staples.
CheckmarkValue prop
Out-of-sample annualized return ~50.6% vs S&P ~20.6%, with stronger risk-adjusted edge (Sharpe ~1.28, Calmar ~1.97) and positive alpha. A tactical, tech-heavy rotation plus Treasuries/defense aims for bigger upside with managed drawdown.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jan 28, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, tech-focused, mean reversion + trend, leveraged/inverse etfs, multi-asset, risk-on/risk-off
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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 toDBOandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 54.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.68%. 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.