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Yes Pops | BrianE | 2x edition with 3X ETFS
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, tactical mix of leveraged tech and Treasuries. Buys tech after sharp 10-day selloffs, shorts after spikes. Otherwise rotates among long/short Treasuries or tech based on momentum and tech-vs-utilities. Start date: 2009-04-30.
NutHow it works
Goal: tactically switch between tech and Treasuries using RSI (0–100 gauge of how stretched recent moves are) and simple trends. If tech (XLK) is very weak on 10‑day RSI (<29): buy leveraged tech (TQQQ) plus some T‑bills (BIL). If very hot (>80): buy leveraged bearish tech (SQQQ) plus T‑bills. Else split equally into 3 sleeves that choose: - long or short long‑Treasuries (TMF/EDV/TBT) by momentum, - TQQQ+cash or EDV from tech vs utilities (XLK vs XLU), - TBT or TQQQ+cash from bonds (BND) vs short‑S&P (SH).
CheckmarkValue prop
Dynamic, rules-based blend of leveraged tech and Treasuries offers diversification beyond SPY. Out-of-sample (563 days) shows positive risk-adjusted return (Sharpe ~0.67) and Calmar ~0.58, delivering a differentiated tech/bond tactical exposure.

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Invest in this strategy
OOS Start Date
May 20, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, leveraged etfs, mean reversion, trend following, tech vs bonds, risk-on/risk-off
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 toTQQQ, EDVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.96%. 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.