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Symphonies
V1d Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-part, rules-based mix. Half “fund-surfs” (buy the most oversold tech or Treasuries when calm; hide in Treasuries when jumpy). Half regime-switches: in drawdowns buy sharp 5‑day dips; otherwise run a 55/45 leveraged stocks/bonds barbell.
NutHow it works
Split 50/50. V1: If S&P volatility is low, buy the most “oversold” by RSI (low = recently sold) among TECL/TQQQ (3x tech/Nasdaq) or Treasuries (IEF/SHY). If volatility is high, hold Treasuries (SHY/TLT). V2: If the S&P is >10% below its 1‑yr high, buy 5‑day dips in QQQ/SPY with 3x funds (TQQQ/UPRO) unless a +5% day—then T‑bills (BIL). Otherwise, use a 55/45 leveraged stocks/bonds mix (UPRO+TQQQ vs TMF) sized by recent vol. ETFs only (no K‑1).
CheckmarkValue prop
Out-of-sample, this strategy targets higher upside than SPY: ~36.4% annualized vs ~22.2%, with a disciplined 50/50 engine and dynamic hedges. Expect larger drawdowns but stronger growth and better equity/bond diversification; ETFs only, no K‑1.

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Invest in this strategy
OOS Start Date
Apr 2, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, leveraged etfs, buy-the-dip, trend filter, volatility targeting, stocks, treasuries, risk-on/risk-off
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 toTECLandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 37.74%. 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.