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V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switch among leveraged stock funds (UPRO/TQQQ), a leveraged stock+bond mix (adds TMF) or a safety basket (UUP/GLD/XLP), using simple tests of recent drops (~5%), momentum vs Treasuries, volatility, and drawdowns. Aggressive; uses many safeguards.
NutHow it works
Every day it decides between 3 choices: - Go for growth: hold turbocharged stock funds (UPRO = S&P 500 3x, TQQQ = Nasdaq 100 3x) and sometimes pair them with turbocharged long Treasuries (TMF) when the market looks healthy. - Buy the dip: if the S&P 500 or Nasdaq just fell ~5% in a week, buy their 3x fund—unless there was a huge 1‑day snapback (>5%), in which case it waits in a safety basket. - Play it safe: if stocks look weaker than short‑term bonds (a simple “recent strength” score) or if damage/volatility looks high, hold a mix of U.S. dollar (UUP), gold (GLD), and consumer staples (XLP). It checks these signals over several recent time windows (about 2–6 weeks) and favors the calmer stock fund when using both. Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return ~58.7% vs SPY ~22.6%; Sharpe ~1.32 and Calmar ~1.20. Higher upside from dynamic levered exposure, but larger drawdowns (~49%), offset by a safety basket and daily rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.31.650.590.77
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
657.65%13.73%2.19%5.01%0.83
173,490.76%60.63%5.09%17.56%1.46
Initial Investment
$10,000.00
Final Value
$17,359,076.05
Regulatory Fees
$23,612.68
Total Slippage
$149,960.85
Invest in this strategy
OOS Start Date
Feb 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical asset allocation, momentum, dip-buying, volatility targeting, risk management, multi-asset
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
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
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
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 toGLD, UUP, XLP, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 58.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.94%. 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, crypto, and options.