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Symphonies
v20111013 V1.1 | Love SOXL, SVXY Jedi | Trades Weekly | HTX, SwissCaesar#1776
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Weekly, two-sleeve strategy mixing momentum and mean‑reversion. It toggles between leveraged tech and Treasury bets, goes defensive when volatility overheats, and otherwise pairs 3x S&P 500 with a weekly winner or buys oversold diversifiers.
NutHow it works
Rebalances weekly and splits into two sleeves. Sleeve A: If an “inverse Treasuries” fund looks hotter than tech (RSI = 0–100 heat gauge), it shorts long Treasuries; otherwise it splits between: (1) the strongest recent‑trend pick from 3x semis/3x tech/3x long Treasuries, and (2) the most oversold from 3x semis/3x tech/short‑term TIPS. Sleeve B: If volatility’s RSI > 68, go to US dollar + 1–3Y Treasuries; else hold 3x S&P 500 plus a short‑term winner, or buy two oversold diversifiers.
CheckmarkValue prop
Out-of-sample Sharpe ~1.71 vs SPY ~1.28; annualized return ~75% vs ~21%; Calmar ~2.29. This two-sleeve, volatility-aware strategy blends leveraged tech/semis with defensive bonds for higher risk-adjusted growth and smarter risk control than SPY.

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Invest in this strategy
OOS Start Date
Dec 27, 2023
Trading Setting
Weekly
Type
Stocks
Category
Weekly tactical,leveraged etfs,momentum,mean reversion,volatility regime,risk-on/off,tech-heavy,treasuries,s&p 500,currencies,commodities
Tickers in this symphonyThis symphony trades 17 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 Shares
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, TMFandTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 65.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.75%. 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.