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Symphonies
V1a 15/15 BB + v2 TSH Baller - K-1 Free
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, rules-based trader that flips between 3x tech/semiconductor bulls and bears using overbought/oversold signals confirmed by the bond market. It buys dips, sells rips, and parks in T‑bills/Treasuries when risk rises.
NutHow it works
It uses a “hot/cold” gauge (RSI) to spot when markets are overheated or washed out. Bonds act as a lie‑detector: if Treasuries beat cash, it’s safer to be risk‑on; if not, it goes defensive. It then flips between 3x bull (TECL/SOXL/HIBL) and 3x bear (TECS/SOXS/HIBS), sometimes fading big one‑day spikes and parking in T‑bills/Treasuries when needed.
CheckmarkValue prop
Out-of-sample, this strategy shows positive alpha and ~0.57 Sharpe with low market beta (~0.52), using bond filters to time risk-on/off. It aims tech/semis upside with disciplined risk and SPY diversification—though drawdowns can be large.

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Invest in this strategy
OOS Start Date
Sep 12, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical, leveraged etfs, momentum, mean-reversion, tech/semiconductors, bond risk filter, market timing, volatility fade
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate 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 toERX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 6.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 70.43%. 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.