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Symphonies
V4 | Cautious Fund Surfing | 3x with V2 | Bear BUYDIPS, Bull HFEAR | No K-1 | SGOV
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based surfer: runs a 3x stock/bond mix when markets are calm, buys sharp 5‑day dips in S&P/Nasdaq, and otherwise sits in T‑bills. Uses RSI, volatility, and drawdown filters; favors the calmer of UPRO vs TQQQ.
NutHow it works
It rotates daily among: 3x stock funds UPRO (S&P 500) and TQQQ (Nasdaq‑100), a 3x bond fund TMF (long US Treasuries), and SGOV (T‑bills). It checks how “calm” markets are and a strength score called RSI (0–100; more up vs down = higher). If calm/healthy, it runs a 55/45 stock/bond mix (favoring the calmer of UPRO/TQQQ). If weak or volatile, it only buys “-5% in 5 days” dips; otherwise parks in SGOV. SHY (short Treasuries) is the baseline in the strength check.
CheckmarkValue prop
Out-of-sample, this strategy targets ~55% annualized return vs SPY ~23%, with Calmar ~1.12 and Sharpe ~1.25. It adapts to regimes (dip-buying, stock/bond rotation, cash ballast) for bigger upside while controlling risk—but drawdowns can be large in stress.
1M
3M
6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.351.480.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
144.36%17.6%1.36%5.73%1.02
V4 | Cautious Fund Surfing | 3x with V2 | Bear BUYDIPS, Bull HFEAR | No K-1 | SGOV
1,941.95%72.85%3.04%31.25%1.67
Initial Investment
$10,000.00
Final Value
$204,194.62
Regulatory Fees
$277.04
Total Slippage
$1,675.10
Invest in this strategy
OOS Start Date
Apr 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum (rsi), buy-the-dip, volatility targeting, risk on/off, treasuries, nasdaq, s&p 500, cash management
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toTQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 55.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.21%. 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.