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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

A 50/50 blend: (1) calm markets—buy the most beaten‑down of leveraged tech/Nasdaq or Treasuries; rough markets—sit in short Treasuries. (2) Big drawdowns—buy sharp 5‑day dips; otherwise run a 55/45 leveraged stocks/long‑bond mix with a safety switch.
NutHow it works
Split 50/50 across two sleeves. V1e: If S&P 500 volatility is low, buy the most “oversold” pick (by a hot/cold gauge called RSI) from TECL (3x Tech), TQQQ (3x Nasdaq 100), or IEF/SHY (Treasuries). If volatility is high, hold SHY. V2: If the market is >10% off a peak, buy 5‑day dips in QQQ/SPY via TQQQ/UPRO unless they just spiked; else BIL. If not in drawdown, run 55/45: UPRO/TQQQ (stocks, sized by stability) and TMF (3x long Treasuries); else BIL.
CheckmarkValue prop
Out-of-sample edge: ~36.6% annualized return vs SPY 22.2%, Calmar ~0.97. Dynamic growth tilt with Treasuries hedges aims for higher upside while controlling risk; note larger drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.2210.460.68
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
690.78%13.85%-0.15%0.4%0.84
V1e Fund Surfing + V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1
19,868.44%39.4%5.39%3.94%1.44
Initial Investment
$10,000.00
Final Value
$1,996,844.40
Regulatory Fees
$4,383.44
Total Slippage
$26,094.59
Invest in this strategy
OOS Start Date
Apr 2, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etfs, volatility targeting, dip buying, regime switching, us large-cap growth, treasuries, tactical allocation
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 Shares
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 toBILandTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.87%. 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.