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Symphonies
1X Leveraged Index Simplified
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches among QQQ (Nasdaq‑100), SPY (S&P 500), IEF (Treasuries), PSQ (inverse QQQ), or UVXY (volatility hedge) using a long‑term trend check plus short‑term “heat” signals. Goal: ride uptrends, buy big dips, and hedge when markets look too hot.
NutHow it works
1) Big trend check on QQQ: if its 50‑day average price is above its 200‑day, we’re in an uptrend; otherwise, a defensive phase. 2) In an uptrend: default to QQQ (Nasdaq‑100). If short‑term “heat” is extreme (RSI>80 on QQQ or SPY), jump to UVXY (volatility hedge). If medium‑term heat is high (SPY RSI>60), hold IEF (Treasuries). 3) In a downtrend: try to buy sharp dips (RSI<30: QQQ or SPY). If short‑term trend is down, pick the stronger of PSQ (inverse QQQ) or IEF. Else QQQ. RSI≈0–100 heat meter; MAs are smoothed prices.
CheckmarkValue prop
Out-of-sample Sharpe ~0.62; annualized return ~11.9% (Calmar ~0.52) vs SPY ~16.9%. Diversifies with dynamic hedges (UVXY/PSQ/IEF) and regime switching, offering risk management and portfolio diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.370.670.130.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
1X Leveraged Index Simplified
50,611.31%54.04%0.33%0.61%1.56
Initial Investment
$10,000.00
Final Value
$5,071,131.39
Regulatory Fees
$11,934.40
Total Slippage
$82,275.81
Invest in this strategy
OOS Start Date
Oct 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, mean reversion, etfs, volatility hedge, inverse etfs, bonds
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"1X Leveraged Index Simplified" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"1X Leveraged Index Simplified" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "1X Leveraged Index Simplified" has returned 7.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "1X Leveraged Index Simplified" is 22.77%. 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 "1X Leveraged Index Simplified", 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.