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Symphonies
V1a TQQQ/QQQ or Safety Town All Shared Versions | BlackSwan MeanRev BondSignal
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based switch between tech offense (QQQ, 3x TQQQ/SOXL) and defense (VIX hedges plus safe-haven mix). Uses trend (25-day average), short-term strength (RSI), fast-drop triggers, and a bond warning to sidestep crashes and catch rebounds. High risk due to leverage.
NutHow it works
It flips between 3 modes. Offense: hold QQQ or 3x tech (TQQQ; sometimes SOXL) when trend is up (price above 25‑day average) or after short‑term weakness. Crash defense: if drops are sharp or fear spikes, use VIX ETFs (UVXY/VIXM/SVXY) and a safe mix (gold, staples, USD, T‑bills, managed futures). A bond “warning” (bonds stronger than stocks, or long bonds stronger than mid) also pushes it to defense. RSI = 0–100 hot/cold meter.
CheckmarkValue prop
Out-of-sample return ~40.7%/yr, max drawdown ~42.8%, Calmar ~0.95, Sharpe ~0.91. A leveraged, regime-switching strategy seeking tech upside while crash protection, aiming to outperform the S&P 500 on a risk-adjusted basis.

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Invest in this strategy
OOS Start Date
May 4, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, volatility trading, leveraged etfs, defensive sleeves
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toUPRO, SVXY, UUP, DBMF, SHY, BTAL, SHV, GLD, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 43.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.77%. 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.