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

About

A daily, tactical 50/50 mix: bonds traded with leverage both long and short using trend/RSI, and equities via 3x Nasdaq/S&P only when the market is healthy. Seeks big trends and steps aside in weak periods. Very volatile; large drawdowns possible.
NutHow it works
Daily rebalanced, two-sleeve plan. ~50% tactically trades U.S. Treasuries using trend (moving averages = long-term direction) and hot/cold gauges (RSI = how overbought/oversold), switching among 3x long TMF, 3x short TMV, unlevered bonds (TLT/IEF/BND), or cash-like (SHV/SHY). The other ~50% holds 3x Nasdaq (TQQQ) and 3x S&P (UPRO) only when SPY > 200-day avg; else mostly cash, with small oversold tech buys; plus 5% each in 3x small-caps (URTY) and 3x Dow (UDOW).
CheckmarkValue prop
Out-of-sample edge: about 27% annualized return vs SPY ~18.6%, powered by a two-sleeve trend system (bond engine + conditional leveraged equities). Captures big trends, diversifies rate/equity cycles, with disciplined drawdowns (Calmar ~0.87).

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Invest in this strategy
OOS Start Date
Mar 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, leveraged etfs, bonds, equities, risk-on/risk-off
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 Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 25.58%. 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.