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Symphonies
V1e 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

Blends two engines: a low‑vol “surf” that buys the most beaten‑down fund, and a regime system that buys 3x stock ETFs on big dips or runs a 3x stocks/3x long‑bond mix. Parks in T‑bills when risk is high. Very aggressive; expect big swings.
NutHow it works
Two-part tactical plan. 1) When markets are calm, it “surfs” by buying whichever has fallen most lately: 3x tech stocks, 3x Nasdaq, or 7–10yr Treasuries. If markets are choppy, it holds short‑term Treasuries. 2) Regime switch: If the S&P 500 has had a big drop in the past year, it buys 3x Nasdaq or 3x S&P 500 after a sharp weekly slide (skipping days after a big rebound); otherwise it holds T‑bills. If no big drop, it runs a growth mix of 3x stocks (tilted to the steadier one) plus 3x long Treasuries, or T‑bills when risk rises.
CheckmarkValue prop
Out-of-sample returns ~36.6% vs ~22% for the S&P, with solid risk-adjusted profile (Calmar ~0.97, Sharpe ~1.11). Bigger swings but higher long-run upside and innovative bear/bull hedging can outperform SPY over cycles.

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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, risk-on/risk-off, momentum & mean reversion, tech-heavy, stocks+bonds barbell
Tickers in this symphonyThis symphony trades 9 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 ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
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 toBILandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.31%. 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.