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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, rules‑based rotation that shifts between 3× stock funds (UPRO, TQQQ), 3× long bonds (TMF), and a safety trio (UUP, GLD, XLP). It buys big dips, favors calm uptrends, and steps aside in choppy markets using multiple timeframes.
NutHow it works
It splits money into 3 sleeves tuned to calm/normal/choppy markets. Each day it picks the 2 best‑recent lookbacks (14–42d). Using a simple heat check (stocks vs T‑bills), recent drawdowns, and 5‑day “dip” tests, it either: 1) loads UPRO/TQQQ (3× stocks) balanced by risk, 2) runs a 55/45 UPRO/TQQQ+TMF mix, or 3) parks in UUP, GLD, XLP (safety). Rebalanced daily.
CheckmarkValue prop
Dynamic, rules-based rotation with leveraged stock/bond exposure and risk-off hedges. Out-of-sample annualized return ~41% vs SPY ~19%, with strong rally capture. Trade-off: higher drawdowns/beta, but diversified across market regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.31.670.580.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
704.78%14.01%6.16%5.09%0.85
V2.01 | Cautious Fund Surfing | Garen Sorting
179,180.22%60.16%12.7%7.06%1.44
Initial Investment
$10,000.00
Final Value
$17,928,022.25
Regulatory Fees
$30,994.10
Total Slippage
$199,587.54
Invest in this strategy
OOS Start Date
Mar 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, regime switching, volatility targeting, dip buying, risk-parity, defensive hedges
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 toTMF, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.71%. 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.