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

About

Daily system that rotates between 3x S&P/Nasdaq, cash-like T‑Bills, or a volatility hedge. It buys dips, hedges when things look overheated, and otherwise only buys when bonds briefly outpace stocks within a supportive backdrop.
NutHow it works
Splits capital between two daily‑checked mini‑bots (S&P 500 and Nasdaq‑100). RSI is a 0–100 “heat gauge” of recent moves; >80 hot, <30 cold. 1) If the 3x fund (SPXL/TQQQ) is hot, hold UVXY (volatility). If cold, buy SPXL/TQQQ. 2) Else, if trend is up (SPY RSI60>50) or long bonds beat intermediates (TLT>IEF), run “Double Pop”: if bonds (BND, 20‑day) outrun stocks (SPY), buy SPXL/TQQQ; otherwise hold BIL (T‑Bills).
CheckmarkValue prop
Out-of-sample performance shows higher risk-adjusted returns and alpha versus the S&P: ~66% annualized vs ~23%, Sharpe 1.74 vs 1.46, Calmar 2.35, with a disciplined risk framework—though drawdowns are larger (~28% vs ~19%).

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Invest in this strategy
OOS Start Date
Jan 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, trend filter, leveraged etfs, volatility hedge, risk-on/risk-off, daily rebalancing
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
State Street 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 toSPXLandTQQQ. 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 63.41%. 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, and options.