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Symphonies
14D RSI SPY QQQ BITO leveraged short and long
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

One‑at‑a‑time tactical swing strategy. It builds S&P/Nasdaq/bond/bitcoin playbooks using trend checks, then buys the single fund that looks most oversold over ~14 days to catch a rebound. Can go leveraged long, inverse, or hide in bonds/bitcoin; high risk.
NutHow it works
It builds 6 playbooks: S&P 500 (SPY/UPRO/SH), Nasdaq 100 (QQQ/TQQQ/QLD/PSQ), Treasuries (TLT/IEF), Bitcoin (BITO), plus a crash‑hedge (BSV/TQQQ). Each uses short‑ vs long‑term price averages and recent up/down streaks to pick a leveraged long, a short, or safer bonds. Then it buys 1 fund—the one most “oversold” over ~14 days (RSI = a heat‑gauge of recent ups vs downs)—aiming for a rebound, and holds it until another becomes most oversold.
CheckmarkValue prop
Out-of-sample annualized return ~55% vs ~22% for the S&P, with Calmar ~2.11. Diversified rotation across stocks, bonds, and crypto offers strong risk-adjusted upside, despite occasional larger drawdowns. Mean-reversion aim: bigger gains than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.441.240.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
51.76%10.1%-1.77%0.2%0.63
14D RSI SPY QQQ BITO leveraged short and long
720.58%62.54%7.8%-5.29%1.3
Initial Investment
$10,000.00
Final Value
$82,057.51
Regulatory Fees
$434.83
Total Slippage
$2,518.43
Invest in this strategy
OOS Start Date
Jan 7, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, rsi contrarian, trend filters, leveraged etfs, inverse etfs, us stocks, tech (nasdaq), treasuries, bitcoin
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BITO
ProShares Bitcoin ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 toPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 48.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.15%. 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.