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Symphonies
Investors Collaborative: Volatility Weighted TQQQ For The Long Term (Reddit Post Link)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A mostly cash‑like portfolio (≈85% in T‑Bills) with a small daily‑tactical sleeve (≈15%) that flips among leveraged tech, broad‑market, inverse, and volatility ETFs using a trend filter and a simple 0–100 “heat” gauge (RSI).
NutHow it works
About 85% sits in BIL (T‑Bills, cash‑like). The other ~15% rotates daily using two simple ideas: trend and “heat.” Trend: if the market (SPY) is above its 200‑day average, it’s an uptrend. Heat (RSI 0–100): >80 = very hot, <30 = very cold. Uptrend: usually hold TQQQ (3× Nasdaq). If things look too hot, briefly hedge with UVXY (volatility). Downtrend: try oversold bounces (TECL or UPRO). If weakness persists, hold SQQQ (3× inverse Nasdaq) or TLT (Treasuries), whichever looks stronger short‑term.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted returns vs the S&P 500: oos Sharpe 1.55 vs 1.06, Calmar 1.88, and max drawdown 8.3% vs 18.8%. An 85% cash-like core lowers volatility, while a tactical sleeve provides selective upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.150.240.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
Investors Collaborative: Volatility Weighted TQQQ For The Long Term (Reddit Post Link)
1,290.92%20.08%1.01%-0.71%2.01
Initial Investment
$10,000.00
Final Value
$139,092.18
Regulatory Fees
$158.50
Total Slippage
$522.49
Invest in this strategy
OOS Start Date
Sep 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, rsi, moving average, volatility hedge, daily rebalancing
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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 toBILandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.29%. 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.