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

About

Daily, tactical strategy using 3x ETFs. Buys S&P 500/Nasdaq dips in calm markets (UPRO/TQQQ), uses a defensive dollar–gold–staples mix in rough patches (UUP/GLD/XLP), and at times holds a 55/45 leveraged stocks–Treasuries barbell (TMF). High risk.
NutHow it works
Each day it checks how calm or rough the market is. In calm times it tries to buy sharp 5‑day selloffs in the S&P 500 or Nasdaq using 3x funds (UPRO/TQQQ), unless they just bounced >5% in a day. In rougher times it parks in a defensive mix: UUP (US dollar), GLD (gold), XLP (consumer staples). When trends look healthy it sometimes runs a 55/45 barbell of leveraged stocks (UPRO/TQQQ, sized by recent volatility) and long Treasuries (TMF). It runs several lookback versions and funds the two that have worked best lately.
CheckmarkValue prop
Out-of-sample: ~35.8% annualized return vs ~19.1% S&P; max drawdown ~48.7% vs ~18.8%. A dynamic levered dip-buying/hedge mix for risk-tolerant investors, offering higher upside with larger drawdowns.

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Invest in this strategy
OOS Start Date
Mar 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged, tactical allocation, dip-buying, momentum, volatility targeting, trend filter, stocks, bonds, gold, dollar, daily rebalance
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 35.83%. 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, crypto, and options.