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

About

A daily tactical “fund surfer” that rotates among leveraged S&P/Nasdaq, leveraged Treasuries, and a defensive USD/gold/staples mix. It buys sharp 5‑day dips (but avoids chasing big one‑day rebounds) and uses trend/volatility filters to switch risk on/off.
NutHow it works
Every day it checks: (1) how bumpy markets have been lately, and (2) whether stocks or safe bonds have stronger recent momentum. It then does one of three things: - Ride the bull: UPRO (3x S&P 500) + TQQQ (3x Nasdaq‑100) with TMF (3x long Treasuries). - Buy the dip: if QQQ or SPY fell ~5% in 5 days, buy TQQQ/UPRO—unless they just popped >+5% in a day, then step aside. - Hide out: equal UUP (US dollar), GLD (gold), XLP (consumer staples).
CheckmarkValue prop
Out-of-sample, this strategy targets U.S. equity upside with 60.3% annualized return vs S&P 500's 22.6%, and a strong Calmar ~1.23, while using volatility-aware risk switches and dip-buying. Note larger drawdowns (~49%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.291.670.60.77
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.3%13.18%-4.19%-3.74%0.81
V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR
142,999.12%57.73%-13.9%-14.54%1.41
Initial Investment
$10,000.00
Final Value
$14,309,911.88
Regulatory Fees
$24,098.66
Total Slippage
$153,132.14
Invest in this strategy
OOS Start Date
Feb 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, momentum/trend, volatility targeting, buy-the-dip, multi-asset, risk management
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
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
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 44.59%. 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, and options.