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Symphonies
V1a TQQQ+BTAL Wunderkin 3 [CMP] (K-1 Free)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one-ETF-at-a-time, regime-driven levered strategy: use bond trend to choose tech or energy bets, then pick the laggard in that group to buy (mean-reversion), with a 5% rebalancing guard and a K-1–free ETF mix.
NutHow it works
TL;DR: The model uses a top-level bond trend filter to pick a market regime. If bonds look healthy (TLT above its 150-day average), it checks QQQ momentum. If QQQ’s short-term trend is positive, it buys the weakest of 3 tech leverage bets (TQQQ/TECL/SOXL) based on recent 20-day momentum. If QQQ momentum isn’t positive, it buys the weakest among anti-beta/treasury tilt bets (BTAL/TMF/TYD) based on 14-day momentum. If bonds don’t look healthy (TLT below its 150-day average), it instead buys the weakest energy lineup (XLE/XOP) based on 14-day volatility. Each decision results in a 100% allocation to a single ETF, with no automatic rebalancing unless the corridor triggers, and the goal is to capture regime-driven mean reversions while staying K-1 free.
CheckmarkValue prop
Out-of-sample return ~39%/yr vs S&P ~21%/yr; Calmar ~1.38; Sharpe ~0.98. Regime-driven, 100% single-ETF picker: levered tech in bull regimes, energy/bonds in risk-off, with 5% corridor guard and K-1-free ETF mix.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.390.950.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
686.3%15.37%-1.77%0.2%0.94
V1a TQQQ+BTAL Wunderkin 3 [CMP] (K-1 Free)
65,991.08%56.88%-4.89%-11.48%1.29
Initial Investment
$10,000.00
Final Value
$6,609,107.55
Regulatory Fees
$26,118.04
Total Slippage
$173,684.37
Invest in this strategy
OOS Start Date
Dec 25, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etfs, regime-switching, momentum-contrarian, single-asset-at-a-time
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XOP
State Street SPDR S&P Oil & Gas Exploration & Production 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 toXLE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.64%. 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.