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Symphonies
V2a | Fund Surfing | Michael B | Commodities
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical buy‑the‑dip approach that switches with market fear. In calm times it buys the most beaten‑down fund (tech/semis/S&P/short‑term Treasuries). When fear is high, it either surfs two beaten‑down funds (adds commodities) or rides 3x long/short Treasuries.
NutHow it works
Uses a fear gauge (UVXY). RSI = a recent “hot/cold” score (0–100). • If fear isn’t extreme (UVXY 20‑day RSI < 70): buy the single fund with the lowest RSI among tech/semis/S&P 500/short‑term Treasuries. • If fear is high: either keep surfing the two lowest‑RSI funds (now adding broad/agri commodities) when Treasuries look stable, or ride TMF/TMV (3x long/short Treasuries), picking the side with the milder 5‑day drawdown.
CheckmarkValue prop
Out-of-sample annualized return ~48% vs SPY ~23%; Calmar ~0.59. Adaptive, fear-driven regime switches catch dips and diversify with commodities and Treasuries; potentially higher upside than the S&P with managed risk.

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Invest in this strategy
OOS Start Date
Dec 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, buy-the-dip, volatility regime, mean reversion, leveraged etfs, commodities, treasuries, short-term
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks
UPRO
ProShares UltraPro S&P 500
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 81.94%. 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.