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v1.3.0
Today’s Change

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

About

Rules-based, short-term rotation across leveraged ETFs. It rides tech/semiconductor rallies when trends look healthy, flips short or into Treasury/dollar defenses when markets fall or overheat, and runs small sleeves in Bitcoin proxies and ARK. Very high risk.
NutHow it works
First it checks market mood: hot/cold (RSI, a 0–100 “speedometer”; high=hot, low=cold) and trend (price vs moving averages, simple trendlines). It cross‑checks bonds (TLT), the dollar, and commodity swings. If risk‑on and not overheated, it buys fast movers (usually 3× tech/semis funds like TQQQ/SOXL/SPXL/UPRO/TECL), sometimes the weakest of them for a rebound. If risk‑off or overheated, it flips to inverse 3× funds (SQQQ/SOXS/SPXS/TECS) or rate trades (TMF/TMV). On big spike days it may briefly hedge with a VIX fund (UVIX). Smaller sleeves use the same checks to trade Bitcoin proxies (BITO/BITI/MSTR/COIN) and ARK Innovation (TARK/SARK).
CheckmarkValue prop
Out-of-sample, this strategy aims for higher upside (26.6% vs 23.2% in the S&P) via dynamic, rules-based rotations across tech, rates, crypto and ARK. Higher volatility and drawdowns in downturns, but potential for stronger rallies.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.791.220.160.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
80.46%17.25%-1.77%0.2%1.05
2,467.41%139.82%-14.06%-4.83%1.95
Initial Investment
$10,000.00
Final Value
$256,741.30
Regulatory Fees
$2,400.45
Total Slippage
$14,893.03
Invest in this strategy
OOS Start Date
Dec 23, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, leveraged etfs, momentum + mean reversion, volatility hedge, risk-on/off, crypto proxy, ark long/short
Tickers in this symphonyThis symphony trades 60 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BSV
Vanguard Short-Term 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.

"v1.3.0" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"v1.3.0" is currently allocated toUPRO, ARKGandBITI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "v1.3.0" has returned 17.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "v1.3.0" is 39.32%. 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 "v1.3.0", 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.