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Symphonies
V2.1 Holy Grail w/RSI Divination - without VIXen [CMP mod 2] (backtest version)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based, risk‑on/risk‑off strategy: ride strong trends with 3× S&P/Nasdaq ETFs, hide in T‑bills/bonds when weak, and hedge overbought spikes with inverse or volatility (VXX). Selectively buys TQQQ on deep dips. Replaces UVXY with VXX.
NutHow it works
Daily, it first checks if the S&P 500 (SPY) is above its 200‑day average (risk‑on) or below (risk‑off). Risk‑on: two sleeves (Nasdaq and S&P) use RSI—a 0–100 momentum gauge (>70 hot, <30 cold)—plus volatility checks to choose 3× longs (UPRO/TQQQ), cash‑like T‑bills (BIL), or hedges (SQQQ/SDOW or VXX). Risk‑off: it mostly holds cash/bonds (BIL, AGG, TMF), gold (GLD) or anti‑beta (BTAL), and only buys TQQQ after big drops. Uses VXX instead of UVXY.
CheckmarkValue prop
Out-of-sample, this strategy targets ~46.7% annualized return vs SPY’s ~18.2%, with Calmar ≈1.06. Uses risk-on/off regimes, hedges, and diversified buffers (bonds, gold, VXX) to pursue higher upside while managing downside risk.

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Invest in this strategy
OOS Start Date
Mar 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend + mean reversion, leveraged etfs, risk-on/risk-off, volatility hedging, daily rebalance
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SDOW
ProShares UltraPro Short Dow 30
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toUPROandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.84%. 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.