Skip to Content
Symphonies
V1a 15/15 BB + V1.1 Cash USDU & Stocks | BTAL - K-1 Free
Today’s Change
—

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

About

Daily, rules‑based rotation that rides or fades semiconductor/tech moves using a “heat” gauge (RSI), then switches to QQQ or defensive dollar/anti‑beta, and sometimes commodities, based on bond and US‑dollar trends. Heavy use of 3x ETFs.
NutHow it works
Heat check (RSI = 0–100 heat gauge): if stocks are very hot, short semis (SOXS); else ride semis (SOXL) unless they’re overheated. If the S&P is washed out, choose a bull (SOXL/TECL) or bear (SOXS/SQQQ) tech trade via a bonds‑vs‑high‑beta check. Otherwise, regime by trends: bonds uptrend → QQQ or defensive (USDU + BTAL; sometimes QLD/SSO). Bonds downtrend → follow USD: strong USD → rotate USDU/PDBC/OILK/XLB/GDXJ; weak USD → QQQ. Uses 3x ETFs.
CheckmarkValue prop
Out-of-sample, this strategy offers higher upside: ~37% annualized return vs SPY ~25%, via dynamic semis/tech rotation plus dollar/defensive hedges. It carries higher drawdown (~30% vs ~19%), but risk-adjusted Calmar remains compelling.

Loading backtest data...

Invest in this strategy
OOS Start Date
Sep 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, daily rebalanced, mean‑reversion, trend‑following, leveraged etfs, tech/semis focus, dollar/commodities, defensive hedges
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GDXJ
VanEck Junior Gold Miners ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X 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 toUSDUandBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 29.58%. 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.