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

About

A high-octane, rules-based strategy that rides tech/semis with leveraged ETFs, buys short-term dips, and flips into UVXY or defensive/inverse ETFs during extremes. Uses bond LETFs (TMF/TMV) based on interest-rate signals for added protection.
NutHow it works
1) Check the big picture: are stocks trending up vs. commodities, and what are interest rates (via TLT) doing? 2) If risk-on: own aggressive tech/semis LETFs; buy short-term dips (mean reversion). 3) If moves get too hot or after big up days: take a quick UVXY hedge/trade. 4) If markets drop: rotate to the recent best defensive/inverse ETFs and use TMF (falling rates) or TMV (rising rates).
CheckmarkValue prop
Out-of-sample edge: ~42.9% annualized return vs SPY ~23.2%, Calmar ~0.86. Dynamic UVXY and TMF/TMV hedges aim to protect during risk-off. Higher upside, but be aware drawdowns can be sizable (near 50%).

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Invest in this strategy
OOS Start Date
Oct 19, 2022
Trading Setting
Threshold 24%
Type
Stocks
Category
Leveraged etfs, tactical, mean reversion, momentum, crash hedge, volatility trading, sector rotation, macro regime
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 Shares
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
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 toSOXL, TMF, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.91%. 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.