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Symphonies
ZeR0 B3Ta Mod by Cashen INVEST
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule-based rotation among levered/inverse ETFs across market regimes, selecting one instrument per theme using RSI, momentum, and trend signals, with mostly 100% allocation to the chosen instrument per day.
NutHow it works
Daily, rule-based rotation among a large pool of leveraged and inverse ETFs organized into market-regime themes. Each day, the engine checks a web of signals (momentum, trend via moving averages, RSI, and returns) to pick the strongest instrument within the active theme. It then allocates 100% to that instrument (within that branch) and rebalances next day. The themes include Bear Market, Defense, Safer Treasuries, and Bull Market, and the system often uses volatility or Treasury bets to hedge risk during regime shifts.
CheckmarkValue prop
Regime-driven daily rotation among leveraged/inverse ETFs targets big moves. Out-of-sample: ~46% annualized return vs SPY ~21%, Calmar ~1.26, Sharpe ~1.18. Higher upside with regime hedges—note larger drawdowns (~37%).

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Invest in this strategy
OOS Start Date
Jun 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged-etfs, tactical-asset-allocation, volatility-hedging, regime-based strategy, multi-asset-rotation
Tickers in this symphonyThis symphony trades 47 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X 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.

"ZeR0 B3Ta Mod by Cashen INVEST" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"ZeR0 B3Ta Mod by Cashen INVEST" is currently allocated toUUP, QLDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "ZeR0 B3Ta Mod by Cashen INVEST" has returned 40.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "ZeR0 B3Ta Mod by Cashen INVEST" is 36.87%. 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 "ZeR0 B3Ta Mod by Cashen INVEST", 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.