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

About

A daily, tactical “bet‑against” strategy. It times entries into inverse ETFs using a simple 0–100 momentum gauge and buys the ones that just cooled off; otherwise it holds T‑Bills. Focus on Nasdaq, long Treasuries, and biotech. Very high risk.
NutHow it works
Daily, it compares a 0–100 speedometer (RSI: low=recently falling, high=rising) for bonds (IEF, 8d) vs a bearish Nasdaq fund (PSQ, 45d). If bonds look weaker, it buys 1–2 “bet‑against” ETFs that just cooled off most; else it parks in cash‑like BIL. Extra checks can flip into inverse biotech or short Treasuries when they’re beaten up. Tickers: SQQQ(−3x Nasdaq), TMV(−3x 20+Y Treas), LABD(−3x Biotech), PSQ(−1x Nasdaq), IEF(7–10Y Treas), BIL(T‑Bills), KMLM(trend).
CheckmarkValue prop
Prospective upside vs the S&P: out-of-sample annualized return ~29% vs 18%, Sharpe ~1.21 vs 1.10, and upside-focused with RSI-timed inverse ETFs; note higher drawdowns accompany bigger gains.

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Invest in this strategy
OOS Start Date
Mar 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Bearish timing, inverse etfs, leveraged, rsi/momentum, volatility filters, daily rebalancing
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 toLABDandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.99%. 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, and options.