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Symphonies
200MA LETF Risk On Off 3x v2
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based trend-and-volatility system that goes into leveraged US stock ETFs in calm uptrends and rotates to defensive or hedged ETFs when markets are hot, choppy, or falling. Includes dip-buy and crash protection.
NutHow it works
It watches trend and turbulence. - Trend: are the S&P 500 (SPY) or Nasdaq‑100 (QQQ) above key averages and showing momentum? (Think moving averages as “direction” and RSI as a 0–100 heat gauge.) - Turbulence: is volatility calm or jumpy? (It uses VIX‑linked ETFs to judge that.) If trend is up and calm, it uses 2x–3x index funds (e.g., TQQQ, UPRO). If markets look overheated or choppy, it shifts to safer/hedged picks (low‑vol stocks, gold, anti‑beta, VIX or inverse funds). It also has dip‑buy and crash rules to either buy big selloffs or stay hedged until trends improve.
CheckmarkValue prop
A rules-based trend/volatility system that rotates between leveraged growth and defensive hedges. In OOS: ~14.7% annualized vs SPY 18.3%, Sharpe ~0.51 vs 1.01, and larger drawdowns (~40% vs ~19%). It offers disciplined signals, crash protection, dip-buying, and diversification from SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.451.270.380.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
622.69%15.06%1.36%5.73%0.92
200MA LETF Risk On Off 3x v2
415,200.29%80.6%5.69%21.1%1.87
Initial Investment
$10,000.00
Final Value
$41,530,029.39
Regulatory Fees
$157,763.81
Total Slippage
$1,100,188.11
Invest in this strategy
OOS Start Date
Aug 26, 2024
Trading Setting
Threshold 2%
Type
Stocks
Category
Trend-following, risk-on/risk-off, leveraged etfs, volatility targeting, tactical rotation, hedging
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"200MA LETF Risk On Off 3x v2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"200MA LETF Risk On Off 3x v2" is currently allocated toUPROandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "200MA LETF Risk On Off 3x v2" has returned 14.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "200MA LETF Risk On Off 3x v2" is 40.55%. 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 "200MA LETF Risk On Off 3x v2", 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, crypto, and options.