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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 tactical blend that “surfs” between 3x stock funds (UPRO/TQQQ), 3x Treasuries (TMF), and T‑bills (SGOV). In calm uptrends it rides winners; in choppy/downtrends it mostly sits in T‑bills and selectively buys 5‑day dips, avoiding big snapbacks.
NutHow it works
Each day it splits money across several mini‑models with different lookbacks. It checks: 1) how “jumpy” SPY has been (volatility), 2) a short‑term strength meter (RSI) comparing stocks vs short‑term Treasuries, 3) trend/drawdown of SPY. Calm uptrends: it rides 3x stock funds (UPRO/TQQQ) and sometimes adds 3x Treasuries (TMF). Stressy markets: it parks in T‑bills (SGOV) and only buys sharp 5‑day dips in SPY/QQQ—skipping entries right after a >5% one‑day rebound.
CheckmarkValue prop
Out-of-sample results show a tactical 3x mix delivering about 54% annualized returns vs SPY ~22%, with solid risk metrics (Calmar ~1.10, Sharpe ~1.24). It aims for big upside in good markets, but carries higher drawdown risk in stress periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.311.550.510.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
155%17.28%6.16%5.09%1.02
V4 | Cautious Fund Surfing | 3x with V2 | Bear BUYDIPS, Bull HFEAR | No K-1 | SGOV
1,940.86%67.12%10.22%4.65%1.57
Initial Investment
$10,000.00
Final Value
$204,085.78
Regulatory Fees
$294.16
Total Slippage
$1,781.01
Invest in this strategy
OOS Start Date
Apr 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum/trend, buy-the-dip, volatility targeting, risk management, us equities, treasuries, t-bills
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SGOV
iShares 0-3 Month Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 toTMF, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 47.17%. 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, and options.