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Symphonies
[230708] Word Is Bond (Shared) | Volatility Check | 3x
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A volatility‑aware, bond‑guided timer for aggressive stock exposure. It scales into 3× S&P 500 (UPRO) and 3× Nasdaq (TQQQ) when Treasury momentum is favorable and shifts slices to T‑Bills (BIL) when signals or volatility turn against it.
NutHow it works
Step 1: Check market stress with UVXY’s 30‑day RSI (a 0–100 score of recent price strength; higher = hotter). If UVXY ≥ 70, stay in cash‑like T‑Bills (BIL). Step 2: Otherwise split money between S&P 500 and Nasdaq sleeves. Each runs 8–9 quick tests comparing Treasury ETFs’ RSI to SPY/QQQ. Each “yes” puts that slice into 3× SPY or 3× QQQ (UPRO/TQQQ); each “no” parks it in BIL. UPRO/TQQQ=3× index; BIL=T‑Bills; SHY/IEI/IEF/TLT=1–20+yr Treasuries; TMF/TMV/TYD/TYO/TTT=leveraged Treasuries; UVXY=volatility fund.
CheckmarkValue prop
Out-of-sample: 18.66% annualized vs SPY 21.27%. A volatility-gated, bond-driven strategy that ramps to 3x UPRO/TQQQ and shifts to BIL on stress—discipline risk management that complements SPY with regime-aware exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.211.430.570.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
569.38%14.66%6.16%5.09%0.9
[230708] Word Is Bond (Shared) | Volatility Check | 3x
17,268.83%44.92%5.92%4.28%1.32
Initial Investment
$10,000.00
Final Value
$1,736,882.54
Regulatory Fees
$3,440.92
Total Slippage
$21,267.30
Invest in this strategy
OOS Start Date
Jul 8, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Trend-following, tactical allocation, leveraged equity, momentum, volatility filter, rules-based
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
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
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X 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 toBIL, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 50.44%. 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.