Skip to Content
Symphonies
60/40 TQQQ, UVXY/BSV and Shorts
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, regime-switching strategy that toggles between leveraged tech, bonds/defensives, and volatility hedges using long/short-term trends and “overbought/oversold” signals. Very aggressive due to 3x funds and UVXY.
NutHow it works
Tickers: TQQQ/TECL/SPXL=3x bullish Nasdaq/tech/S&P; SQQQ=3x short Nasdaq; UVXY=volatility spike; TLT/BND=bonds; XLP=consumer staples; SPY/QQQ=benchmarks. First check SPY vs its 200‑day average (long‑term trend). If below: if tech is very oversold (RSI: a 0–100 “too hot/too cold” gauge) go all‑in 3x tech; otherwise 40% defensive (bonds/staples or SQQQ/TLT) and 60% bonds or 3x tech. If above: put 60% in 3x Nasdaq unless the market is extremely hot (RSI>80), then use UVXY.
CheckmarkValue prop
Out-of-sample annualized return ~91% vs ~23% for the S&P, Sharpe ~1.42, Calmar ~1.85. A rules-based, regime-switching strategy tilts to leveraged tech in uptrends and hedges in downturns, targeting big upside with disciplined risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.71.750.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
60/40 TQQQ, UVXY/BSV and Shorts
12,368,335.02%129.12%-0.05%25.81%1.75
Initial Investment
$10,000.00
Final Value
$1,236,843,501.90
Regulatory Fees
$788,965.89
Total Slippage
$5,663,370.68
Invest in this strategy
OOS Start Date
Jan 9, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Regime switching, tactical allocation, leveraged etfs, trend + mean reversion, volatility hedge
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.

"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 91.47%. 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, crypto, and options.