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Symphonies
V3.0.4b-light | ☢️ Beta Baller + TCCC 💊 | AR: 9,094%, DD 23.4% (Nov 2019)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, high-octane, rules-based strategy: ride uptrends in tech/semis with 3x ETFs, fade overheated markets via volatility or inverse ETFs, and buy sharp dips only when bond signals confirm. It can rotate to Treasuries, commodities, or the US dollar in risk-off.
NutHow it works
Daily, rules-based. It first reads trends in long Treasuries (TLT) and stocks (SPY). It uses: - RSI: a 0–100 “hot/cold” meter; >75 = too hot, <30 = washed out. - Moving averages: average price over X days to spot trend. If stocks look hot, it hedges (UVXY/VIXY or 3x inverse ETFs). If washed out—and bond signals agree—it buys the bounce with 3x tech/semis (TQQQ, SOXL, TECL). In risk-off it may rotate to TMF/TMV, oil/dollar/gold. Holds 1 ETF; rebalances daily.
CheckmarkValue prop
Out-of-sample, this daily, rules-based strategy aims for tech/semis upside with 3x leverage, hedges volatility, and rotates to bonds/commodities in risk-off. Expect ~56% annualized return vs SPY ~21%, Calmar ~1.14, but larger drawdowns (~49%).

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Invest in this strategy
OOS Start Date
Nov 22, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend + mean-reversion, volatility hedging, macro regime, tech/semis heavy, daily rebalancing, high risk
Tickers in this symphonyThis symphony trades 39 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 ETF
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 ETF
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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 43.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.08%. 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.