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Symphonies
v20231123 UPRO 60d BND, 2d BND, 15d drawdown, 5d Vix + Volatility checks
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based switcher: ride UPRO (3× S&P 500) in calm regimes, flip to UVXY on “overheated” signals, and rotate to Treasuries, gold, or the dollar when rising-rate stress appears. Uses leveraged funds; expect high volatility and fast moves.
NutHow it works
- Overheat tripwire: It watches many stock ETFs (tech, growth/value, staples, discretionary, financials). If any look “too hot” (RSI = simple overbought meter), it moves to UVXY, a fund that jumps when volatility (VIX) spikes. - If not hot, it checks rates by comparing 60‑day BND vs a T‑bill fund (BIL). • Not rising: mostly UPRO (3× S&P 500). After a >5% 15‑day drop, a VIX check picks UPRO or TMF (3× Treasuries). • Rising: rotate into the 2 strongest of GLD (gold), IEF (7–10y Treasuries), UUP (US dollar), TMF; sometimes keep cash; sometimes keep 33% UPRO.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.17 vs SPY 0.97; ~60% annualized return vs 16.8%; Calmar ~1.16— stronger risk-adjusted upside. Note: max drawdown ~52%, reflecting a high-octane, regime-driven strategy for higher risk tolerance.

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Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged equities, volatility hedging, macro regime, momentum, risk management
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 60.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 51.79%. 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.