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Symphonies
V1.1 | What More Do You Need? (Even Longer Backtest) | HTX mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules-based switcher: it hides in long Treasuries when markets look too hot, buys beaten-up tech or short Treasuries when too cold, and otherwise follows trend/momentum across tech, staples, oil, US dollar, inverse funds, or cash-like T‑bills.
NutHow it works
It shifts among tech, Treasuries, staples, oil, US dollar, and inverse/cash ETFs using two ideas: - RSI: a quick “heat” score. Very hot QQQ/SPY → TLT. Very cold QQQ → pick the most beaten of 2x tech (QLD/ROM) or SHY. - Trend: In uptrends, mix leveraged tech with recent winners; if weak, hold XLP plus the strongest of SPY/DBO/UUP; in downtrends use QID/SH or T‑bills (BIL/SHV) or IEF.
CheckmarkValue prop
Out-of-sample, this regime-switching strategy targets ~50.6% annualized returns with a ~1.28 Sharpe and ~1.97 Calmar, beating the S&P 500's ~20.6% annual return on risk. Note: higher drawdowns (~25.7%) during stress due to leverage and tech tilt.

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Invest in this strategy
OOS Start Date
Jan 28, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, regime switching, momentum, mean reversion, 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 toROMandSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 48.46%. 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.