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Symphonies
V2 | Holy Grail Simplified w/ RSI Divination + VIXen | DereckN, HinnomTX
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based rotation that uses a trend filter and a “hot/cold” gauge (RSI) to toggle between leveraged tech, safety bonds, and volatility hedges. It buys dips, hedges when markets run hot, and cross-checks bonds, dollar, and gold to avoid bad shorts.
NutHow it works
First, is the market trending up? (SPY above its 200‑day average.) If yes, it prefers growth (TQQQ = 3x big tech) unless things look too “hot” (RSI = a hot/cold gauge), then it hedges with SQQQ or UVXY (inverse tech/vol). If no, it buys dips in tech when very “cold”; otherwise it parks in short‑term bonds (SHY/SHV/STIP). Before shorting, it cross‑checks Treasuries (TLT), the US dollar (UUP/UDN), and gold (UGL). A side sleeve (“VIXen”) adds/removes volatility hedges as markets heat/cool. High risk.
CheckmarkValue prop
Out-of-sample, this rules-based rotation beats the S&P on risk-adjusted returns: Sharpe ~1.60 vs 1.41, Calmar ~2.24, beta ~0.86, and ~69.6% annualized vs 22.5%. Dynamic hedged exposure targets tech upside with controlled risk (drawdowns can be larger).

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Invest in this strategy
OOS Start Date
Apr 6, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical rotation, leveraged etfs, trend + mean reversion, volatility hedging (vix), equities/bonds/dollar/gold, risk-on/off
Tickers in this symphonyThis symphony trades 35 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond 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 toTQQQandUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 65.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.01%. 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.