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Symphonies
Way Too Long Backtest Switchboard
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “switchboard” that mostly rides Nasdaq uptrends with leverage, buys big dips, and shifts to staples, Treasuries/T‑bills, or even short tech when trends weaken—allocating to the few playbooks that have worked best over the last ~50 days.
NutHow it works
Each day it scores several mini playbooks over ~50 days, then splits money across the few that look best now. Inside the playbooks: ride tech uptrends with a 2x Nasdaq fund; buy big dips; if the market trend turns down, move to staples or T‑bills, sometimes hedge/short; if stocks run too hot, park in long Treasuries.
CheckmarkValue prop
Out-of-sample edge: annualized return ~41.7% vs ~21.7% for the S&P, Sharpe ~1.315 vs 1.301, Calmar ~1.47. A Nasdaq‑driven, adaptive strategy using hedges—higher upside, but drawdowns can exceed SPY.

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Invest in this strategy
OOS Start Date
Dec 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, mean reversion, leveraged/inverse etfs, risk-on/risk-off, tech tilt, bonds/defensive
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"Way Too Long Backtest Switchboard" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Way Too Long Backtest Switchboard" is currently allocated toDBO, SHV, SH, QLDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Way Too Long Backtest Switchboard" has returned 39.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Way Too Long Backtest Switchboard" is 28.45%. 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 "Way Too Long Backtest Switchboard", 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.