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

About

A weekly, two‑branch rotation strategy using leveraged tech ETFs (SOXL, TECL, UPRO) for growth and SVXY/volatility and macro assets for hedging. It blends momentum/RSI signals to decide which assets to hold and how to weight them, rebalancing every week to pursue tech strength while guarding against volatility spikes and macro risk.
NutHow it works
- The plan runs every week and splits capital between two main groups: a tech-levered group called Love SOXL and a volatility-aware group called Weekly SVXY Jedi. - Love SOXL looks for a tech rally using 3x leveraged tech ETFs (SOXL and TECL) and a bond-levered ETF (TMF) as part of its decision rules. It uses a momentum signal: if a market proxy’s momentum is stronger than a tech proxy’s momentum, it tends to favor the assets with the best recent performance (top by a moving-average return). If not, it shifts toward a different set of assets (bottom by momentum/RSI). In short, it’s a momentum-driven tilt toward tech strength, with a fallback to a different risk profile if momentum looks impaired. - Weekly SVXY Jedi is the more defensive/growth-balanced wing. It uses volatility-related signals and a mix of stock and non-stock assets to keep a bull tilt but with hedges. It may move between assets like UPRO (3x S&P 500), TECL (3x tech), SVXY (volatility-hedging exposure), and other proxies (UUP for dollar strength, SHY for short-duration bonds, VIX-related proxies). The exact rules select the top performers by short-term return or bottom performers by volatility/RSI signals, aiming to capture upside while limiting drawdowns when volatility spikes. - The strategy often segues between the two wings, rebalancing weekly, to maintain exposure to tech strength when signals favor risk-on and to protect/ diversify when signals hint at risk-off conditions. - The framework includes currency and bond proxies (UUP, SHY, TMF, STIP) to diversify macro risk and provide hedges against currency moves and rate shifts. - In practice, you’ll see allocations dance between SOXL/TECL/UPRO with occasional TMF exposure for leverage on bonds, while SVXY Jedi may tilt toward SVXY/UPRO/TECL with hedges in UUP or SHY depending on signals. Overall, the system seeks to ride short- to medium-term tech strength with leverage, while managing risk via volatility and macro assets.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.71 vs 1.28; annualized return 74.9% vs 21.5%; Calmar 2.29; max drawdown 32.7% (higher risk). A weekly levered tech rotation with volatility hedges aims for superior risk-adjusted growth vs the S&P.

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Invest in this strategy
OOS Start Date
Dec 27, 2023
Trading Setting
Weekly
Type
Stocks
Category
Leverage tech rotation, volatility hedging, weekly rebalance, cross-asset
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 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 63.94%. 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.