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Symphonies
v2.1.0 Double Pop Bots l Oct 28th 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based swing system that splits between S&P and Nasdaq sleeves. It buys 3x stock ETFs after dips, hedges with UVXY after sharp run-ups, and otherwise uses bond signals to decide between staying risk-on or sitting in T‑bills.
NutHow it works
It runs two mini-systems: one for the S&P 500 (SPXL = 3x S&P) and one for the Nasdaq‑100 (TQQQ = 3x Nasdaq). It uses a price “speedometer” (RSI: 0–100 of recent ups vs downs). If that 3x ETF is very hot (>80), it flips to UVXY (volatility hedge). If very cold (<30), it buys the 3x ETF. Otherwise it checks stock/bond signals (BND, IEF, TLT); if favorable it buys the 3x ETF, else parks in T‑bills (BIL). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted returns: higher Sharpe, Calmar ~2.31, and ~65% annualized return vs ~23%. Dual 3x equity sleeves with hedges and bond checks offer diversification and upside with risk controls.

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Invest in this strategy
OOS Start Date
Jan 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Rule-based tactical, leveraged equity etfs, volatility hedge, momentum & mean reversion, daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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.

"v2.1.0 Double Pop Bots l Oct 28th 2011" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"v2.1.0 Double Pop Bots l Oct 28th 2011" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "v2.1.0 Double Pop Bots l Oct 28th 2011" has returned 64.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "v2.1.0 Double Pop Bots l Oct 28th 2011" is 28.11%. 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 "v2.1.0 Double Pop Bots l Oct 28th 2011", 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.