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Symphonies
Word is Bond + Pure Black Swan Catcher WM 74 (TQQQ FTLT instead of SOXL, TQQQ, TECL, SVXY)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules-based plan: use bond strength and long-term trend checks to time leveraged tech (TQQQ/TECL/UPRO), hedge crashes with UVXY when markets get “too hot,” and otherwise sit in Treasuries/T‑bills.
NutHow it works
Three sleeves: 1) Crash hedge: when the market looks overheated or volatility heats up, it buys UVXY (spikes in panics); otherwise it parks in short‑term bonds (BSV). 2) Bond signal (“Word is Bond”): if bond ETFs (BND/AGG/IEI/SHY) look stronger than QQQ, it turns risk‑on; else sits in T‑bills (BIL). 3) Risk‑on: if SPY is above its 200‑day trend it holds TQQQ (3x Nasdaq) unless too hot; if below, it may try TECL/UPRO bounces, or switch to SQQQ or TLT.
CheckmarkValue prop
Out-of-sample, this strategy aims to beat the S&P on risk-adjusted return: Sharpe ~1.06, Calmar ~1.10, and ~42% annualized return, with UVXY crash hedges and bond timing to limit big drawdowns.

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Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged tech momentum, bond-momentum gating, volatility hedge, tactical trend, risk-on/risk-off
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.27%. 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.