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Symphonies
V1a Monthly JNK canary Replace UPRO with TQQQ
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A monthly, risk-on/risk-off strategy: 60% swings between leveraged tech (TQQQ), leveraged long Treasuries (TMF), or a safe mix, guided by a simple JNK vs BIL “canary.” The other 40% stays in a defensive USD/gold/short‑Treasuries basket.
NutHow it works
Monthly, the portfolio does this: - 60% tactical: If junk bonds (JNK) beat T‑Bills (BIL) over the last 30 days, buy TQQQ (3x Nasdaq‑100). Else, if long Treasuries (TLT) had a positive 90‑day run, buy TMF (3x long‑Treasury). Else, split across UUP (USD), GLD (gold), XLP (staples), SHY (short Treasuries). - 40% always in UUP/GLD/SHY, split evenly.
CheckmarkValue prop
Out-of-sample annualized return ~38.8% vs ~23.8% for the S&P; Calmar ~1.29. A momentum-driven 60/40 mix (levered tech via TQQQ and levered Treasuries via TMF) plus a permanent defensive sleeve seeks higher upside with disciplined risk control.

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Invest in this strategy
OOS Start Date
Jan 3, 2023
Trading Setting
Monthly
Type
Stocks
Category
Tactical asset allocation, trend-following momentum, risk-on/risk-off, leveraged etfs, monthly rebalance, defensive sleeve
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toGLD, SHY, UUPandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.10%. 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, crypto, and options.