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Symphonies
<W> ( Apr 12 2011 ) Word is Bond Combo 2x-3x [26.5 / 34.0] Kunnakudi-JM
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly, rules‑based strategy that reads Treasury‑bond signals and a volatility tripwire to decide when to own 2x/3x S&P 500 (SSO/SPXL) and when to sit in T‑bills (BIL). Nasdaq sleeves are present but currently off.
NutHow it works
Each week it asks two things: 1) Is market volatility overheated? It uses VIXY’s RSI (a 0–100 score of recent price strength). If too hot, it holds T‑bills (BIL). 2) If not, it splits into 2x and 3x S&P 500 sleeves. Each sleeve runs five simple yes/no checks comparing recent strength of several Treasury‑bond funds to stocks. For each “yes,” that slice buys SSO (2x) or SPXL (3x); for “no,” it parks in BIL. Nasdaq sleeves exist but are currently off.
CheckmarkValue prop
Out-of-sample edge: ~32% annualized return vs ~22% for the S&P, with Calmar ~1.07 and risk controls (volatility gate, weekly rebalancing, 2x/3x sleeves). Higher upside when trends align, but drawdowns near ~30%.

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Invest in this strategy
OOS Start Date
Sep 17, 2023
Trading Setting
Weekly
Type
Stocks
Category
Tactical allocation, leveraged s&p 500, momentum/rsi, bonds-as-signals, volatility filter, risk-on/off, weekly rebalance
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 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 toBIL, QLD, SSO, SPXLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 29.87%. 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.