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Symphonies
Volatility Index Black Swan Catcher W/TINA (Only meant for bear market)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A bear‑market, crash‑catching system. It watches fear (VIXM) and short‑term “hot/cold” signals. When overheated, it hedges with UVXY; when washed out, it buys 2x/3x bounce plays; otherwise it toggles among QQQ, defensive staples, a mild short (PSQ), or cash‑like T‑bills (BIL).
NutHow it works
First check fear (VIXM). If its 10‑day “heat” (RSI) is >70, treat it like crash mode. Then 3 mini‑bots (S&P 500, Nasdaq‑100, Semis) act: - If their leveraged cousin looks too hot (RSI>~80), buy UVXY (volatility spike hedge). - If too cold (RSI<~30), buy a 2x/3x bull ETF for a bounce. - Otherwise use TINA rules: If QQQ above its 20‑day average, either fade a >5.5% 10‑day surge with PSQ or own the stronger of QQQ/XLP. If below the average, buy TECL only if very oversold, else sit in BIL.
CheckmarkValue prop
Out-of-sample edge: annualized return ~31% vs ~21% for the S&P, and drawdown ~16% vs ~19% for SPY. Calmar ~1.9 with beta ~0.9 — bigger upside with less downside in bear markets than the S&P.

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Invest in this strategy
OOS Start Date
Nov 30, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Bear-market,tactical,volatility-hedge,leveraged etfs,trend-following,mean-reversion,risk-on/risk-off,short-term swing
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SSO
ProShares Ultra S&P500
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
USD
ProShares Ultra Semiconductors
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 32.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 16.30%. 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.