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Symphonies
Wooden ARKK Machine 2.2b no IEF no TYO [RSI 11d/16d IEF IWM]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based, contrarian strategy. It compares recent strength of Treasuries vs small caps to pick a side, then buys the most beaten-down ETF in that bucket (often 2x–3x leveraged). Usually ~70–80% invested, with the remainder held in cash.
NutHow it works
Each day it compares a short-term “up-vs-down” score (RSI) for two market guides: IEF (US 7–10 year Treasuries) and IWM (US small-cap stocks). If bonds score higher, it buys one beaten-down fund from a long list (tech, small-caps, biotech, EM, China, semis, long bonds). Otherwise it buys one beaten-down inverse fund (short Nasdaq, ARKK, bonds, real estate, biotech, S&P). About 70–80% is invested; the rest stays in cash. Re-scored daily.
CheckmarkValue prop
Out-of-sample annualized return ~74.5% vs SPX ~24%; a daily, rules-based regime-rotation that buys beaten-down leaders. Higher risk: max drawdown ~48% vs ~19%; Calmar ~1.55 and Sharpe ~1.15 (vs SPX ~1.45). Strong upside with explicit risk controls.

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Invest in this strategy
OOS Start Date
Oct 14, 2023
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, regime switching, leveraged etfs, inverse etfs, tactical rotation, daily rebalance, momentum signal
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
SARK
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
Stocks
SH
ProShares Short S&P500
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 toDRV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 74.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.22%. 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.