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Symphonies
V3.0.3b | ?? Beta Baller + TCCC ? | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole ????, comrade | AR: 9730.4%, DD 32.3% - BT date 1DEC19
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, high‑octane strategy that flips between leveraged tech/semis, inverse and volatility funds, and bond/commodity plays. It uses a “heat check” (RSI), long‑term trend filters, and bond/commodity signals to buy dips, fade rips, or hedge selloffs.
NutHow it works
Each day it: 1) Checks big trends in stocks (SPY) and long bonds (TLT). 2) Runs a quick “heat check” called RSI (high=overheated, low=washed‑out). 3) Uses bonds (BIL vs IEF) and commodities (DBC) to gauge risk. Then it holds ONE ETF until tomorrow—often a 3x tech/semis fund (TQQQ/TECL/SOXL), an inverse (SQQQ/SOXS/SPXS), long/short Treasuries (TMF/TMV), or a volatility hedge (UVXY).
CheckmarkValue prop
Out-of-sample edge: 66.58% annualized vs SPY 20.69%, Calmar 1.36, Sharpe ~0.99. Daily regime-driven rotation among leveraged tech, inverse hedges and bonds targets higher upside with risk controls vs the S&P 500.

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Invest in this strategy
OOS Start Date
Jul 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, leveraged etfs, trend + mean reversion, volatility hedging, macro regime, sector rotation, bonds/commodities
Tickers in this symphonyThis symphony trades 38 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
EUO
ProShares UltraShort Euro
Stocks
EWZ
iShares MSCI Brazil 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 toUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 60.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.09%. 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.