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Symphonies
V1.2.1 | Momentum Mean Reversion LETFs with Black Swan Catcher | DJKeyhole 🧙‍♂️ | No UGE
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rules-based swing strategy using 3x ETFs. Buys sharp dips in tech/QQQ/semis for quick rebounds, flips to crash hedges when fear spikes, and switches between leveraged long/short Treasuries based on the rate trend. Very high risk.
NutHow it works
- First, it checks big trends in stocks (SPY) and long Treasuries (TLT) to decide offense vs. defense and whether rates are likely falling (TMF) or rising (TMV). - Offense: after quick sell-offs in tech/QQQ/semis (e.g., TQQQ), it buys the ones that just dropped the most, aiming for a short-term bounce. - If fear spikes (volatility gauge UVXY is “hot”) or stocks plunge fast, it rotates to crash hedges (UVXY, inverse ETFs), cash/T‑bills, US dollar, gold, or energy/commodities. - It keeps watching TLT to flip between leveraged long-bond (TMF) and short-bond (TMV) positions.
CheckmarkValue prop
Out-of-sample upside potential is compelling: annualized return ~42.9% vs SPY ~23.2%, with a Calmar ~0.86. The strategy uses regime-switching and crash hedges to target outsized long-run growth, accepting higher drawdowns for bigger upside vs the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 19, 2022
Trading Setting
Threshold 24%
Type
Stocks
Category
Leveraged etfs, tactical allocation, mean reversion, momentum, volatility hedge, bond/rate timing, commodities defense
Tickers in this symphonyThis symphony trades 44 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
BRZU
Direxion Daily MSCI Brazil Bull 2X ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund 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 toEPIandEFA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.91%. 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.