Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
v2.2 Double Pop Bots l BrianE l Oct 28th 2011 | okhi2u less BIL mod | VXX edition
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based swing strategy using RSI as a 0–100 “heat meter.” Buys leveraged stock ETFs on sharp dips, steps aside or hedges when too hot, and otherwise rotates between cash, broad stock ETFs, or a rebound trade based on stock/bond trends.
NutHow it works
RSI is a 0–100 “heat meter” of recent price moves. 1) Too hot (RSI>80) in leveraged stock ETFs: go half cash (BIL) + half volatility hedge (VXX). 2) Very cold (RSI<30): buy TQQQ/SPXL/SOXL (sometimes half with cash). 3) Else use trend: if SPY ok, hold QQQ+SPY or, when bonds lead, TQQQ+SPXL; if weak, stay in cash. Tickers: SPY=S&P 500; QQQ=Nasdaq 100; TQQQ/SPXL/SOXL=3x (SOXL=semis); BIL=T‑Bills; VXX=volatility; BND=bonds; IEF/TLT=US Treasuries.
CheckmarkValue prop
Out-of-sample, ~62% annualized return vs ~18% for the S&P, with higher risk-adjusted Sharpe (~1.37 vs ~1.04) and Calmar (~2.32). It hedges hot markets and buys dips for bigger upside, with potential drawdowns in stressed periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.551.290.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
180.76%13.81%2.19%5.01%0.76
v2.2 Double Pop Bots l BrianE l Oct 28th 2011 | okhi2u less BIL mod | VXX edition
18,767.43%92.83%-0.15%19.19%1.78
Initial Investment
$10,000.00
Final Value
$1,886,743.29
Regulatory Fees
$5,171.43
Total Slippage
$33,539.16
Invest in this strategy
OOS Start Date
Aug 28, 2024
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical, rsi, momentum, mean-reversion, leveraged etfs, volatility hedge, market timing, us equities, tech tilt, semiconductors
Tickers in this symphonyThis symphony trades 10 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
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 62.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.96%. 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, crypto, and options.