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V2.01 | Cautious Fund Surfing | Garen Sorting
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based mix that tries to ride S&P/Nasdaq uptrends with 3x funds, buy ~5% dips (with snap‑back guards), and hide in a USD/gold/staples basket when weak. Tests 5 speeds (14–42d), keeps the 2 best, and sizes stock exposure by volatility.
NutHow it works
Each day it tests the market’s “calmness,” runs 5 timing speeds (14–42 days), and keeps the 2 that worked best recently. In each sleeve it: - Compares recent strength of stocks (SPY) vs short‑term Treasuries (SHY) to go on offense or play defense. - Offense: use 3x stock funds UPRO/TQQQ (S&P/Nasdaq), sometimes paired with TMF (3x long Treasuries); sizes UPRO vs TQQQ by recent volatility; buys ~5% 5‑day dips unless there’s a 1‑day >5% snap‑back. - Defense: hold a safety mix—UUP (US dollar), GLD (gold), XLP (consumer staples). Rebalances daily.
CheckmarkValue prop
Dynamic, rules-based strategy seeks higher out-of-sample upside vs SPY by leveraging momentum with a safety sleeve and dip-buying guards. OOS annualized return ~41% vs SPY ~19%, risk-managed, though potential for larger drawdowns.

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Invest in this strategy
OOS Start Date
Mar 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum/trend, buy-the-dip, volatility targeting, risk-on/risk-off, multi-lookback sorting
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 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 toTQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.71%. 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.