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Symphonies
V2 TQQQ or not | + Dash of SQQQ w/ V1a Simple Portfolio Remixed w/ Top Cap by MA (571% AR - BT 2017-05-05)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule‑driven, 60/40 defense/offense strategy that rides tech‑led uptrends with 3x funds when trends are healthy, and quickly flips to hedges (cash+short QQQ, volatility funds) or Treasuries/US dollar when markets get overheated, weak, or jumpy.
NutHow it works
It splits money into two engines: ~60% “defense” and ~40% “offense.” Each day it checks simple cues: trend, recent drops/spikes, and a speedometer (RSI) of gains vs losses (over ~2–6 weeks; >~70=hot, <~30=cold). If strong/trending but not overheated, it owns 3x stock funds (TQQQ, SPXL/UPRO, UDOW, TECL, SOXL) or the top mega‑cap stock. After sharp selloffs with “cold” readings, it buys the dip in 3x tech/semis. If overheated or very jumpy, it hedges with volatility funds (SVXY/VIXM/UVXY) or holds cash + short QQQ (BIL+SQQQ). It also times Treasuries (TLT/TMF) vs the US dollar (UUP) when bonds are stronger/weaker than stocks.
CheckmarkValue prop
Out-of-sample, this two-engine strategy offers stronger risk-adjusted gains vs S&P: Sharpe ~1.20, Calmar ~2.36, ~62% annualized return vs ~19%. It rides tech rallies with 3x longs and hedges volatility/bonds when risk rises.

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Invest in this strategy
OOS Start Date
Mar 18, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, leveraged equity etfs, volatility hedging, trend & mean-reversion, bond/fx timing
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CVNA
Carvana Co.
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
ERX
Direxion Daily Energy Bull 2X 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 toUPRO, TMF, SPXL, TECL, TQQQ, UDOW, BILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 52.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.25%. 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.