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Symphonies
(*) 0.0.0.2 - Including UVXY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches to a volatility‑spike fund (UVXY) when many indexes/sectors look overheated; otherwise rides the Nasdaq with 3x/2x leverage (TQQQ/QLD) or plain QQQ, briefly moving to T‑bills (BIL) after rebounds and dialing risk by trend/drawdown.
NutHow it works
First it checks many stock funds for short‑term “overheating” using RSI (a 10‑day speedometer of recent gains; >~80 = very hot). Funds watched: SPY, QQQ/QQQE, VTV, VOOG/VOOV, VOX, XLP, XLY, TECL, FAS, TQQQ. If any look very hot, it buys UVXY, which often jumps when fear/volatility spikes after hot runs. If not, it rides the Nasdaq: after a 10%+ recent drop it uses QQQ then briefly hides in BIL (T‑bills) after a small rebound; if trends are strong it uses TQQQ, later stepping down to QLD.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.69 vs SPY ~0.98, Calmar ~3.28, ~135% annualized return vs ~17% for the S&P. A volatility-hedged, Nasdaq-tilted strategy with active risk control and bigger upside.

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Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical timing, momentum + mean reversion, leveraged etfs, volatility hedge, tech‑tilted, risk‑on/risk‑off
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOOG
Vanguard S&P 500 Growth 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.

"(*) 0.0.0.2 - Including UVXY" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"(*) 0.0.0.2 - Including UVXY" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "(*) 0.0.0.2 - Including UVXY" has returned 131.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "(*) 0.0.0.2 - Including UVXY" is 41.30%. 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 "(*) 0.0.0.2 - Including UVXY", 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.