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Symphonies
v2.2 Double Pop Bots l BrianE l Oct 28th 2011 | okhi2u less BIL mod | VXX edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, risk-on/risk-off plan: buys 3× stock ETFs (TQQQ/SPXL/SOXL) on sharp dips, moves to cash (BIL) and volatility (VXX) when markets look too hot, and uses stock–bond trend checks to choose leveraged, unleveraged, or cash positions.
NutHow it works
It uses a 0–100 “heat” score (RSI). >80 = too hot; <30 = washed‑out. - If TQQQ or SPXL are >80: park in cash (BIL) and a volatility spike fund (VXX). - If TQQQ/SPXL/SOXL <30: buy those 3× stock funds for a rebound. Else it reads SPY’s 60‑day heat: strong → use regular SPY/QQQ; middling → a bot buys 3× funds only when bonds (BND) are stronger than stocks; weak → a bond test (IEF vs TLT) gates entries, else stay in BIL. Splits 50/50 when two funds are shown.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted returns vs the S&P: Sharpe ~1.42 vs 1.05, Calmar ~2.42, and ~65% annualized vs ~18%. Dynamic risk-on/off with hedges aims for bigger upside with disciplined risk control.
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
172.29%13.1%-1.77%0.2%0.73
v2.2 Double Pop Bots l BrianE l Oct 28th 2011 | okhi2u less BIL mod | VXX edition
18,824.38%90.45%-1.08%4.87%1.76
Initial Investment
$10,000.00
Final Value
$1,892,438.48
Regulatory Fees
$5,675.87
Total Slippage
$36,938.64
Invest in this strategy
OOS Start Date
Aug 28, 2024
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical rotation, mean reversion, momentum filter, leveraged etfs, volatility hedge, risk-on/risk-off
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 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
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 54.82%. 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, and options.