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Symphonies
200d Moving Average 3x
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Follows the market’s long‑term trend: in uptrends it holds 3× bull funds (UPRO, TECL). In downtrends it buys oversold bounces, hides in Treasuries, or shorts tech (SQQQ) using short‑term “heat” (RSI) and a 20‑day trend check.
NutHow it works
Trend check: If SPY > its 200‑day avg → 50/50 UPRO (3× S&P 500) + TECL (3× tech). Else: if QQQ 10‑day RSI (<30=very sold off) → TECL; else if SPY 14‑day RSI <30 → UPRO; else if QQQ < 20‑day avg → pick stronger of SHY (Treasuries) or SQQQ (3× short QQQ); else if PSQ 10‑day RSI <30 → SQQQ; otherwise TECL. RSI≈“heat” of recent moves. SPY=S&P 500; QQQ=Nasdaq‑100; PSQ=−1× QQQ.
CheckmarkValue prop
Out-of-sample: ~66% annualized return vs SPY ~22%, with Calmar ~1.34. Leveraged tech/broad-market exposure rides uptrends while hedging downturns. Higher upside than the S&P 500, but accepts larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.352.020.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
720.06%14.06%0.54%-0.34%0.85
200d Moving Average 3x
308,779.54%65.28%4.22%-11.49%1.2
Initial Investment
$10,000.00
Final Value
$30,887,953.58
Regulatory Fees
$12,599.93
Total Slippage
$86,115.32
Invest in this strategy
OOS Start Date
Oct 7, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend following, tactical, leveraged etfs, long/short, rsi, moving averages, momentum, mean reversion, risk-on/risk-off
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
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
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.

"200d Moving Average 3x" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"200d Moving Average 3x" is currently allocated toTECLandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "200d Moving Average 3x" has returned 57.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "200d Moving Average 3x" is 49.56%. 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 "200d Moving Average 3x", 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.