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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 tactical system that rotates among 3x equity ETFs (SPXL/TQQQ/SOXL), 3x long Treasuries (TMF), a volatility hedge (UVXY), or T‑bills (BIL) using simple momentum/overbought‑oversold checks and a bonds‑vs‑stocks leadership test.
NutHow it works
Each day it splits money across 3 mini‑bots: S&P 500 (SPXL), Nasdaq‑100 (TQQQ), and Semiconductors (SOXL). If a sleeve is very hot, it briefly hedges with UVXY; if very cold, it buys the 3x ETF. Otherwise, it only takes risk when conditions align: if bonds beat stocks short‑term, it buys either long Treasuries (TMF) when momentum is very strong, or the 3x equity ETF; if not, it parks in T‑bills (BIL).
CheckmarkValue prop
Out-of-sample edge: ~58% annualized return, Calmar ~1.65, Sharpe ~1.34 vs S&P ~21% and Sharpe ~1.33. 3x equity/treasury rotations with hedges offer outsized upside; higher drawdowns are the price for potential gains.

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Invest in this strategy
OOS Start Date
Dec 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Momentum rotation, trend + mean reversion, leveraged etfs, bonds vs stocks switch, volatility hedge, daily rebalance
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 ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
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 58.38%. 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, and options.