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Symphonies
v20111013 V1 | Love SOXL, SVXY Jedi | Trades Weekly | HTX
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A bull-leaning, weekly rotation that mixes fastest-horse and most-beaten-down picks across leveraged tech/semis, S&P, bonds, oil, currencies and volatility, with a fear switch to park in USD and short-term Treasuries. Very high risk.
NutHow it works
Trades weekly and splits money between two modules. 1) If shorting bonds looks hotter than big tech (a 0–100 recent-moves score), it shorts long Treasuries (TBF). Otherwise it holds: (a) the fastest of SOXL 3x semis, TQQQ 3x Nasdaq, or TMF 3x long bonds; and (b) the most beaten-down of SOXL, TQQQ, or STIP short-term TIPS. 2) If the fear gauge VIXM is hot, hide in UUP US dollar and SHY 1–3yr Treasuries. Else, if bonds trend up, hold UPRO 3x S&P 500 plus the week’s strongest of TECL 3x tech, UPRO, TBX short Treasuries, DIG 2x oil, or SVXY short volatility. If not, buy two oversold picks: one from TECL vs BTAL defensive anti-beta, and one from DIG, VIXM, YCS short yen, or PST short Treasuries.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.51 vs 1.29, Calmar 1.67, annualized return 62.7% vs 21.5% for SPY. A weekly rotation across leveraged tech/bonds aims for dramatically higher risk-adjusted upside, accepting larger drawdowns.

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Invest in this strategy
OOS Start Date
Dec 26, 2023
Trading Setting
Weekly
Type
Stocks
Category
Weekly tactical allocation, leveraged tech/semis & s&p, bonds long/short, volatility on-off, usd vs jpy, energy, defensive anti-beta, risk switch
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 toUPRO, SOXL, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 72.02%. 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.