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v20111013 V1 | Love SOXL, SVXY Jedi | Trades Weekly | HTX
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly two-part tactical strategy: (1) tilt to levered tech/semis via a top/bottom-selection rule among SOXL/TQQQ/TMF, guided by bond-tech RSI signals; (2) a volatility-aware engine (SVXY/Jedi) that shifts to defensive assets when volatility spikes and otherwise leans into risk-on levered plays, with weekly rebalancing between the two. High risk, high potential reward.
NutHow it works
Two weekly engines run in parallel and are rebalanced weekly. 1) Love SOXL engine picks one asset among SOXL, TQQQ, TMF based on a conditional RSI check (TBF vs TECL). If TBF RSI > TECL RSI, pick the top performer by 10-day momentum; else pick the bottom performer by 12-day RSI. 2) SVXY Jedi engine gauges volatility via RSI on VIX-related measures. If RSI on the volatility proxy is above a threshold, it shifts toward defensive assets (dollar and short-duration bonds). Otherwise it tilts toward risk-on assets (e.g., UPRO, TECL, DIG, SVXY) using short-term performance and RSI screens to select a single asset. The strategy combines these two engines so about half of capital is allocated to the long levered-growth path and half to the volatility/defensive path, with weekly rebalancing. The use of levered ETFs means magnified daily moves and higher risk; expect rapid drawdowns in volatile markets. Always consider fit with your risk tolerance and time horizon.
CheckmarkValue prop
Out-of-sample: 62.7% annualized return vs SPY 21.5%; Sharpe ~1.51 vs 1.29; Calmar ~1.67; alpha ~0.30. Drawdown ~37.5% vs ~18.8%. Levered-growth with volatility defense and weekly rebalances offer strong risk-adjusted upside.

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Invest in this strategy
OOS Start Date
Dec 26, 2023
Trading Setting
Weekly
Type
Stocks
Category
Leverage, weekly tactical allocation, momentum/rsi signals, sector rotation, volatility strategy, risk-on/risk-off
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
PST
ProShares Trust UltraShort Lehman 7-10 Year Treasury
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
STIP
iShares 0-5 Year TIPS Bond ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TBX
ProShares Short 7-10 Year Treasury
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 toPST, TECLandTBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 55.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 37.49%. 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.