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Symphonies
v4.01 Pops l 18 April 2012 | No K-1 | BIL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily on/off switch that mostly flips between cash (BIL) and aggressive tech (TECL). It avoids buying after big pops, steps aside when fear rises, and may hedge with inverse tech, volatility, bonds, or gold during risk‑off.
NutHow it works
Each day it asks: is tech leading and fear falling? If yes and prices aren’t overstretched, it buys TECL (a 3× tech fund). If markets look “too hot,” too volatile, or weak, it hides in BIL (T‑bills). In rough regimes it may use cash, short tech (TECS), falling‑fear (SVXY), or bond/gold tilts. It uses RSI (0–100 heat), moving averages, drawdowns, and big TQQQ moves to avoid chasing pops and to buy sharp dips.
CheckmarkValue prop
Out-of-sample: 29.5% vs SPY 22.5%; Sharpe ~0.88, Calmar ~0.72. A rules-based risk-on/risk-off tech strategy aims to ride rallies while hedging risk; drawdowns can exceed the S&P under stress.

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Invest in this strategy
OOS Start Date
Apr 22, 2023
Trading Setting
Daily
Type
Stocks
Category
Daily tactical allocation, momentum/mean reversion, volatility filters, leveraged etfs, risk-on/off, tech-focused
Tickers in this symphonyThis symphony trades 25 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.00%. 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.