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Symphonies
๐“ฉ๐“ช๐“ถ๐Ÿ’ฒ๐“ธ๐“ท TQQQ or VOL Mod [BT: 2012, Simple]
Todayโ€™s Change
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A symphony is an automated trading strategy โ€” Learn more about symphonies here

About

Daily, it hunts for overheated markets using RSI across major and leveraged ETFs. When things look too hot, it buys UVXY (long volatility). Otherwise it usually shorts volatility with SVXYโ€”or, when tech leads, holds Apple. Very high risk.
NutHow it works
Each day it checks if tech (QQQ) is stronger or weaker than the market (SPY). It then scans many big/leveraged ETFs for very โ€œhotโ€ readings using RSIโ€”a 0โ€“100 gauge of recent price speed. If any read ~75โ€“80+, it buys UVXY to bet on a nearโ€‘term volatility jump. If not hot: when tech is weaker it holds SVXY (short volatility); when tech is stronger it either buys UVXY after a big TQQQ upโ€‘day (>4.5%) or else parks in Apple.
CheckmarkValue prop
Out-of-sample annualized return ~33% vs S&P 500 ~18.8%. Uses volatility-timing with UVXY/SVXY to capture spikes and trend shifts. Higher risk and drawdowns (~46.8%), but offers potential for bigger gains and diversification when volatility erupts.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.110.470.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
761.09%15.8%1.36%13.5%0.96
๐“ฉ๐“ช๐“ถ๐Ÿ’ฒ๐“ธ๐“ท TQQQ or VOL Mod [BT: 2012, Simple]
310,226,678.59%176.93%-11.51%-15.66%1.98
Initial Investment
$10,000.00
Final Value
$31,022,677,858.74
Regulatory Fees
$104,857,328.69
Total Slippage
$1,014,099,819.09
Invest in this strategy
OOS Start Date
Aug 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility timing, vix etps, rsi momentum, tactical allocation, daily rebalanced, leveraged etfs
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value 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 doesnโ€™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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 46.78%. 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.