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Symphonies
60d OB TEST w/200d Check + UVXY, TZA
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A timing strategy with a long‑term uptrend filter. In normal uptrends it holds SPY. When the market runs hot, it either buys a tech dip with TQQQ or, if no dip, hedges with TZA and UVXY. In downtrends it parks in T‑Bills (BIL).
NutHow it works
1) If the S&P 500 is below its 200‑day average, move to BIL (T‑Bills). 2) If above: check a 60‑day “hotness” score (RSI). If not hot (≤60), hold SPY. 3) If hot (>60): look at tech (QQQ) short‑ vs medium‑term averages (5‑ vs 10‑day). If short‑term is weaker (5<10), buy TQQQ (3× long tech). Otherwise split 50/50 into TZA (3× short small‑caps) and UVXY (long volatility).
CheckmarkValue prop
Out-of-sample, this strategy targets ~19.1% annualized return vs ~18% for the S&P, using a trend filter and tactical bets (tech dips and volatility hedges) to capture upside while managing risk, offering higher growth with structured risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.260.030.18
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
60d OB TEST w/200d Check + UVXY, TZA
5,308.74%31.97%0.54%-0.35%1.24
Initial Investment
$10,000.00
Final Value
$540,873.59
Regulatory Fees
$1,077.34
Total Slippage
$6,963.52
Invest in this strategy
OOS Start Date
Jun 25, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend filter, tactical timing, leveraged etfs, volatility hedge, risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
TZA
Direxion Daily Small Cap Bear 3x Shares
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"60d OB TEST w/200d Check + UVXY, TZA" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"60d OB TEST w/200d Check + UVXY, TZA" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "60d OB TEST w/200d Check + UVXY, TZA" has returned 16.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "60d OB TEST w/200d Check + UVXY, TZA" is 31.09%. 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 "60d OB TEST w/200d Check + UVXY, TZA", 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.