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Symphonies
V2 Bear BUYDIPS, Bull HFEAR | Michael B | No K-1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switch: in calm markets hold 55% UPRO/TQQQ (vol-weighted) + 45% TMF; in bear markets sit in BIL and only buy 5-day dips in QQQ/SPY via TQQQ/UPRO—skip if today jumped >5%. Tickers: UPRO=3x S&P, TQQQ=3x Nasdaq, TMF=3x long Treasuries, BIL=T-Bills.
NutHow it works
Daily: If the S&P 500 has been down >10% over the last year, sit in cash (BIL) and only buy fast 5-day dips: TQQQ for a Nasdaq dip or UPRO for an S&P dip—skip if today already jumped >5%. If not in a bear, hold 55% UPRO/TQQQ (vol-weighted) + 45% TMF; move to cash if a fresh 10-day slide >5% appears.
CheckmarkValue prop
Out-of-sample edge: 23.6% annualized return vs SPY’s 20.6%, through a regime-switching barbell (UPRO/TQQQ + TMF) with cash in bear markets and targeted dip buying. More upside, disciplined risk, and active protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.870.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
763.76%14.2%0.09%13.88%0.86
V2 Bear BUYDIPS, Bull HFEAR | Michael B | No K-1
11,841.81%34.24%3.69%41.34%1.16
Initial Investment
$10,000.00
Final Value
$1,194,180.75
Regulatory Fees
$1,304.31
Total Slippage
$8,405.41
Invest in this strategy
OOS Start Date
Feb 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, regime switching, dip buying, leveraged etfs, equities, treasuries, risk management
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 toTMF, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.52%. 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.