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Symphonies
Wooden ARKK Machine 2.2 w/ 2.2a 5percent
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily it pits a bond fund (IEI) against a high‑beta stock fund (SPHB). If bonds are stronger it chooses from aggressive ETFs; else from inverse ETFs. It then buys the recent laggard, betting on a short‑term rebound. Heavy use of 2x/3x funds; expect big swings.
NutHow it works
Each day it compares the recent 7‑day “strength score” (0–100 from up vs down days) of a bond fund (IEI) with a high‑volatility stock fund (SPHB). If bonds look stronger, it picks 1 ETF from an aggressive list; otherwise from inverse/short ETFs. In either case it buys the one that fell most over ~4 days, aiming for a bounce. ~95% goes to the main pick and ~5% to a small side pick. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: annualized return ~85% vs SPY ~23%, Calmar ~2.03 vs ~1.24, Sharpe ~1.38. Uses a bond-vs-risk regime filter to target rapid mean-reversion in levered ETFs. Higher upside with disciplined risk controls, though drawdowns can be larger.

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Invest in this strategy
OOS Start Date
May 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,rsi signal,mean reversion,leveraged etfs,inverse etfs,daily rebalancing,single-position,momentum comparison
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SARK
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
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 toTMFandLABU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 85.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.09%. 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.