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Symphonies
v2.1.1 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

Daily, rules-based trader that shifts among 3x stock funds (SPXL, TQQQ, SOXL), 3x long Treasuries (TMF), cash-like T‑Bills (BIL), or a volatility play (UVXY) using simple heat gauges (RSI) and bond-vs-stock strength. Very high risk.
NutHow it works
Runs 3 mini-bots (S&P=SPXL, Nasdaq=TQQQ, Semis=SOXL). Daily it checks RSI: a 0-100 heat gauge of recent price moves (>70 hot, <30 cold). Quick rules: oversold -> buy the 3x bull; very hot (SPXL/TQQQ) -> UVXY (volatility bet). Else a 2-step Double Pop: 1) are bonds (BND) beating stocks (SPY)? 2) is the backdrop strong (SPY/QQQ RSI60)? Then pick TMF (3x long Treasuries) or the 3x equity; if neither, sit in T-Bills (BIL). High risk.
CheckmarkValue prop
Out-of-sample, this rule-based daily rotation delivers ~54% annualized return vs SPY's ~21%, with Calmar ~1.52. Higher volatility and drawdowns risk, but potential for far stronger upside via disciplined, diversified rotations among equities, bonds, cash, and hedges.

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Invest in this strategy
OOS Start Date
Dec 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following,momentum,mean-reversion,tactical rotation,leveraged etfs,volatility hedge,daily rebalanced,rule-based,high risk
Tickers in this symphonyThis symphony trades 11 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
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
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
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.

"v2.1.1 Double Pop Bots l Oct 28th 2011" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"v2.1.1 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, "v2.1.1 Double Pop Bots l Oct 28th 2011" has returned 53.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "v2.1.1 Double Pop Bots l Oct 28th 2011" is 35.38%. 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 "v2.1.1 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.