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Symphonies
Wooden ARKK Machine - 10d SCHZ vs. 10d URTY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Compares short‑term strength of a bond fund vs. a leveraged small‑cap fund, then buys one leveraged ETF (bull or bear) that’s been hit hardest over the last few days, aiming for a short‑term rebound. High risk, single‑position, fast‑moving.
NutHow it works
- Look at the last ~10 days of price action for two funds: SCHZ (US bonds) and URTY (3x small‑cap stocks). This produces a “hot/cold” score (RSI) for each. - If bonds look stronger, buy 1 ETF from a list of bullish funds; if small‑caps look stronger (or tied), buy 1 from a list of bearish (short) funds. - In either list, pick the single ETF that has dropped the most versus its recent 4‑day average, aiming for a short‑term bounce. Recheck regularly; typical hold ~2 weeks.
CheckmarkValue prop
Out-of-sample edge: near-S&P upside (~25.94% vs 26.53%), regime-aware mean-reversion in leveraged ETFs. Diversifies in choppy markets, but carries higher drawdowns and a lower risk-adjusted return than the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 20, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset rotation, rsi signal, mean-reversion, leveraged etfs, risk-on/off, single-etf position
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSARK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 54.85%. 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.