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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

A weekly, two‑engine, leveraged‑ETF strategy. One chases tech/semis or steps aside for Treasuries; the other flips between safety, S&P 500, short‑vol, and rate/FX/energy plays using simple hot/cold and short‑term trend checks.
NutHow it works
Weekly, split 50/50 into two engines. Tech/semis: If inverse Treasuries outrun tech, short long bonds (TBF). Else use two slots: the best 10‑day trend from [SOXL, TECL, TMF] and the most oversold of [SOXL, TECL, STIP] by RSI (0–100 hot/cold). Risk/vol: If volatility’s RSI > 68, use UUP and SHY. Else if AGG > TBX by trend, use UPRO plus the 7‑day winner among [TECL, UPRO, TBX, SVXY]. Otherwise pick two oversold from [TECL/BTAL] and [DIG/VIXM/YCS/PST].
CheckmarkValue prop
Weekly two-engine leveraged strategy: out-of-sample return ~77% annually vs ~22% for the S&P, Sharpe 1.71 vs 1.28, Calmar 2.36. Accept higher drawdowns for potentially far stronger risk-adjusted growth.

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Invest in this strategy
OOS Start Date
Dec 27, 2023
Trading Setting
Weekly
Type
Stocks
Category
Weekly, leveraged etfs, momentum, mean reversion, volatility regime, tech/semis, bonds, currencies, energy
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toUPROandTBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 77.22%. 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, crypto, and options.