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Symphonies
V5 Balanced Alpha | 3x Leverage [Dereck N]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based mix of leveraged bond and stock ETFs. Times Treasuries (can go 3x long or 3x short) and holds 3x Nasdaq/S&P only in uptrends; otherwise parks in T‑bills. Uses RSI and trend filters. Very volatile.
NutHow it works
~50% bonds, ~40% stocks, ~10% small slices (5% in 3x small‑caps URTY, 5% in 3x Dow UDOW). Bonds: times Treasuries—3x long (TMF) after sharp drops, 3x short (TMV) in downtrends, or parks in T‑bills (SHV)/plain bonds (TLT/IEF/BND). Stocks: owns 3x Nasdaq (TQQQ) and 3x S&P (UPRO) only when SPY is above its 200‑day trend; else may buy 3x Tech (TECL) on deep dips or sit in T‑bills. Uses RSI (0–100 “heat”) and moving averages (trend). Daily checks. High risk.
CheckmarkValue prop
Out-of-sample shows ~30.5% annualized return vs SPY ~19.1%, with Calmar ~0.98 and Sharpe ~1.05. A levered bond–driven, trend-following mix seeks bigger upside with risk controls, but drawdowns may exceed SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.211.040.540.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
803.61%14.48%1.36%13.5%0.88
V5 Balanced Alpha | 3x Leverage [Dereck N]
25,909.65%40.71%7.17%28.2%1.53
Initial Investment
$10,000.00
Final Value
$2,600,964.54
Regulatory Fees
$3,412.67
Total Slippage
$27,259.70
Invest in this strategy
OOS Start Date
Mar 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs,tactical allocation,momentum & trend following,us treasuries timing,us equities,rsi filters,daily rebalanced
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X 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 toUPRO, TMF, TQQQ, URTYandUDOW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.24%. 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.