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Symphonies
What the Hell did I make: Inverse- Pop or Invest|8d IEF RSI vs 45d PSQ RSI
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical “dip‑buy the bear” system. If bonds look weak versus short‑Nasdaq momentum, it hunts short‑term pops in inverse (often leveraged) ETFs across tech, S&P, energy, financials, materials, biotech, and long bonds; otherwise it parks in T‑bills. Very aggressive.
NutHow it works
- First, it compares recent-move scores (RSI, 0–100) of IEF (7–10Y Treasuries) vs PSQ (−1x Nasdaq). If bonds look weaker, it turns on the bearish playbook. - Then it picks a calmer basket of inverse funds (tech, S&P 500, financials, energy, materials, biotech, long bonds) and buys the most “washed‑out” choices. If they aren’t washed‑out enough, it holds BIL (T‑bills). - KMLM (a trend‑following ETF) is used as a tie‑breaker in a few checks. - Rebalances daily.
CheckmarkValue prop
Out-of-sample performance beats the S&P with higher risk-adjusted returns: 30.82% annualized vs 18.13%, Sharpe ~1.27 vs 1.06, and Calmar ~1.13, plus a modest negative beta to stocks. Diversified upside from tactical inverse plays.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.82-0.980.21-0.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
87.82%13.91%-0.24%3.99%0.84
What the Hell did I make: Inverse- Pop or Invest|8d IEF RSI vs 45d PSQ RSI
1,818.79%84.09%0.51%-6.74%1.86
Initial Investment
$10,000.00
Final Value
$191,879.34
Regulatory Fees
$765.01
Total Slippage
$4,951.98
Invest in this strategy
OOS Start Date
Mar 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily rebalancing, inverse/short etfs, leveraged etfs, rsi momentum, volatility filter, drawdown filter, market timing, risk-on/off, sector rotation, bonds
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
ERY
Direxion Daily Energy Bear 2X Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
SMN
ProShares UltraShort Materials
Stocks
SPDN
Direxion Daily S&P 500 Bear 1X Shares
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
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 toLABDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.35%. 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, crypto, and options.