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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, risk-on/risk-off plan that uses a volatility “fear” filter and five bond-vs-stock checks to scale between cash (BIL) and a 50/50 mix of 2x and 3x S&P 500 ETFs (SSO/SPXL). More checks passing = more stock exposure; fear spike = cash.
NutHow it works
Weekly: If the “fear” ETF (VIXY) has a hot recent‑strength score (RSI ≥ 70), hold cash‑like T‑bills (BIL). Otherwise split between 2x and 3x S&P 500 ETFs (SSO, SPXL). Five equal “votes” compare Treasury ETFs (SHY/IEI/IEF/TMF/ZROZ) vs stocks; each passing vote buys that slice, else it stays in BIL. RSI is a 0–100 heat score of recent price strength.
CheckmarkValue prop
Out-of-sample, this strategy targets ~33.7% annualized return vs SPY’s 22.6%, using a volatility gate and bond-vs-stock votes for risk control. Higher upside, but expect larger drawdowns (~30%) in stressed markets.

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Invest in this strategy
OOS Start Date
Sep 17, 2023
Trading Setting
Weekly
Type
Stocks
Category
Leveraged s&p 500, momentum, bond signals, volatility filter, tactical allocation, risk-on/risk-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 Shares
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 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 toBIL, QLD, SSO, SPXLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.05%. 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.