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Symphonies
v4 Pops l 18 April 2012
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, high‑octane strategy: fade overheated tech with UVXY, buy 3x tech (TECL/SOXL) on uptrends or deep dips, and park in cash or bond trades when volatility or defensives dominate. Very aggressive with frequent switching.
NutHow it works
Rebalances daily. It watches a “hot/cold” meter (RSI) on a tech‑heavy index (TQQQ/QQQ). When markets are overheated (RSI ~80 or big 1‑day pop), it bets on a pullback via UVXY (fear spikes) or TECS. When washed‑out (RSI ~30) or trend is up (above 25‑day avg), it buys TECL/SOXL (3x tech). If turbulence rises or defensives beat tech, it parks in BIL (cash‑like) or uses bonds (TMF/TMV); when fear fades it may use SVXY. Very aggressive.
CheckmarkValue prop
Out-of-sample, this strategy targets tech leadership with ~60% annualized return vs ~24% for the S&P, and Calmar ~1.33 with Sharpe ~1.16—higher upside with adaptive risk controls, but drawdowns can be larger in stress.

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Invest in this strategy
OOS Start Date
Mar 19, 2023
Trading Setting
Daily
Type
Stocks
Category
Daily, tactical, leveraged etfs, volatility, tech-focused, mean reversion, trend-following, risk-on/risk-off
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short 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.

"v4 Pops l 18 April 2012" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"v4 Pops l 18 April 2012" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "v4 Pops l 18 April 2012" has returned 57.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "v4 Pops l 18 April 2012" is 44.77%. 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 "v4 Pops l 18 April 2012", 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.