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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 fast‑switching, high‑risk strategy: ride tech uptrends with 3x tech (TECL), hedge “too hot” pops with VIX (UVXY), hide in T‑Bills when conditions are shaky, and buy tech dips for quick rebounds. Rebalanced daily; uses many safety checks.
NutHow it works
Daily, it asks: Is tech leadership strong and fear (VIX) calm? If yes and QQQ is above trend, it rides tech with TECL (a fund that aims for 3x the tech sector). If things look shaky, it parks in BIL (T‑Bills). After blow‑off up days or broadly “overheated” readings, it briefly buys UVXY (a VIX fund that often jumps when stocks fall). After sharp selloffs (“oversold”), it may buy TECL for a rebound; if bond markets look too jumpy, it stays in BIL. Key signals: RSI (0–100: high=overheated, low=washed‑out), moving averages (trend), max drawdown (recent worst drop), and volatility (standard deviation). Main funds used: TECL (3x tech), TQQQ (3x Nasdaq, for signals), UVXY/SVXY (VIX up/down), TMF/TMV (3x long‑Treasury up/down), BIL (T‑Bills). High risk; positions can flip quickly.
CheckmarkValue prop
Tech-driven strategy aims for roughly 60% annualized out-of-sample return vs the S&P’s ~24%, with Calmar ~1.33 and Sharpe ~1.16. Expect higher volatility and drawdowns (~45%), but potential for outsized upside.

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Invest in this strategy
OOS Start Date
Mar 19, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical,momentum,mean reversion,leveraged etfs,volatility,market timing,tech-heavy,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 Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "v4 Pops l 18 April 2012" has returned 59.45%. 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.