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

About

Rules-based, two-mode strategy: buy 3× Nasdaq‑100 on tech selloffs, short it on extreme run-ups, and otherwise split across three trend rules that pick leveraged tech, long Treasuries, or short Treasuries, with a T‑Bill buffer.
NutHow it works
Two modes. 1) Short-term “pops”: if the tech sector fund (XLK) looks washed-out (RSI<29), hold 66% a 3× Nasdaq‑100 fund (TQQQ) + 34% T‑Bills (BIL). If XLK looks overheated (RSI>80), hold 66% the 3× inverse (SQQQ) + 34% BIL. 2) Otherwise, split equally across three rules that flip between TQQQ/BIL, long US Treasuries (EDV or 3× TMF), or a fund that rises when Treasuries fall (TBT), using longer‑term tech‑vs‑utilities and bond‑vs‑stock strength. RSI is a 0–100 “heat” gauge.
CheckmarkValue prop
Two-mode, rules-based strategy: levered tech with a cash buffer and bond rules offers diversification. OOS: 17.8% annualized return, Sharpe 0.73, Calmar 0.64. A complementary sleeve to the S&P 500 with regime-driven upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.740.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
825.44%14.61%1.36%13.5%0.88
Yes Pops | BrianE | 2x edition with 3X ETFS
46,088.2%45.63%1.54%16.42%1.77
Initial Investment
$10,000.00
Final Value
$4,618,819.66
Regulatory Fees
$10,211.35
Total Slippage
$81,346.82
Invest in this strategy
OOS Start Date
May 20, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, trend following, mean reversion, risk-on/risk-off, bonds vs equities
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TBT
ProShares Trust UltraShort Lehman 20+ Year Treasury
Stocks
TLT
iShares 20+ Year Treasury Bond 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 toTQQQ, EDVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.82%. 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, and options.