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Symphonies
60/40 TQQQ, UVXY/BSV and Shorts
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, high-octane strategy: use the S&P 500’s 200‑day trend to pick risk-on/off, then rotate among 3× tech bulls (TQQQ/TECL), inverse tech (SQQQ), volatility (UVXY), and bonds/defensives (BND/TLT/XLP) using short-term “heat” (RSI) and moving averages.
NutHow it works
Step 1 (trend): Is SPY below its 200‑day average? If yes (downtrend): 60% sits in broad bonds (BND) unless tech is very washed‑out, then 3× tech (TECL). The other 40% rotates among 3× bull, inverse tech (SQQQ), long Treasuries (TLT), or staples+bonds (XLP+BND) using short‑term “heat” (RSI) and QQQ vs its 20‑day average. If SPY is above that average (uptrend): 60% holds 3× Nasdaq (TQQQ) unless it looks extremely hot, then it switches to volatility (UVXY). RSI = 0–100 heat; MA = recent average price.
CheckmarkValue prop
Out-of-sample edge: ~87% annualized return with Sharpe ~1.39 and Calmar ~1.76, beating the S&P on risk-adjusted terms. Expect higher drawdowns (~49%), but disciplined regime-based rotations across tech, volatility, and bonds aim for bigger upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.681.770.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
60/40 TQQQ, UVXY/BSV and Shorts
10,746,752.58%123.35%-0.39%-2.36%1.71
Initial Investment
$10,000.00
Final Value
$1,074,685,257.73
Regulatory Fees
$788,925.69
Total Slippage
$5,663,049.81
Invest in this strategy
OOS Start Date
Jan 9, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend filter, rsi extremes, leveraged etfs, inverse etfs, volatility hedge, bonds/defensive rotation, tech tilt, tactical allocation
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"60/40 TQQQ, UVXY/BSV and Shorts" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"60/40 TQQQ, UVXY/BSV and Shorts" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "60/40 TQQQ, UVXY/BSV and Shorts" has returned 72.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "60/40 TQQQ, UVXY/BSV and Shorts" 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 "60/40 TQQQ, UVXY/BSV and Shorts", 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.