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Symphonies
V2 All Weather Alpha 3x Leverage
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based “all‑weather” mix: 45% stays in 3x US stocks, while ~45% tactically shifts among long/short Treasuries, gold, stocks, or cash using trend signals. Small sleeves for gold and commodities turn on in uptrends. High risk due to 3x ETFs.
NutHow it works
It splits the portfolio into sleeves. About 45% is always in 3x US stock ETFs. ~45% is a Treasury sleeve that switches: if long‑term Treasuries trend up, it favors long‑bond ETFs; if down, it can short bonds, hold gold, or sit in T‑bills. 5% gold and 5% commodities turn on only when in uptrends. It uses simple trend and recent‑strength checks.
CheckmarkValue prop
Out-of-sample: ~33.7% annualized return vs S&P 23.3%, Sharpe ~1.46 (vs ~1.44), Calmar ~1.63, drawdowns ~20.7% vs ~18.8%. A persistent 45% levered equity core plus tactical bond/alt sleeves delivers stronger risk-adjusted upside.

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Invest in this strategy
OOS Start Date
Mar 30, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, leveraged etfs, regime switching, equities, treasuries, gold, commodities
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"V2 All Weather Alpha 3x Leverage" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V2 All Weather Alpha 3x Leverage" is currently allocated toUPRO, TYD, DRN, DBC, SPY, UGL, TQQQ, URTYandUDOW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2 All Weather Alpha 3x Leverage" has returned 33.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V2 All Weather Alpha 3x Leverage" is 20.69%. 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 "V2 All Weather Alpha 3x Leverage", 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, crypto, and options.