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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 rule-based switch. Below SPY’s 200‑day average: sit in T‑bills. Above it: hold SPY unless the market is “hot.” In hot markets, either buy a tech dip with TQQQ or go defensive with TZA + UVXY if strength persists.
NutHow it works
1) Check the S&P 500 (SPY). If today’s price is below its 200‑day average, hold T‑bills (BIL). 2) If above: compute a 60‑day “strength” score (RSI). If ≤60, hold SPY. 3) If >60: look at Nasdaq‑100 (QQQ) 5 vs 10‑day smoothed prices. - If 5‑day < 10‑day, buy TQQQ (3× QQQ). - Else, split TZA (3× inverse small‑caps) and UVXY (volatility) 50/50.
CheckmarkValue prop
Out-of-sample annualized return 19.58% vs SPY 18.34%; positive OOS alpha and Calmar 0.63. A rule-based regime switch targets upside in tech rallies while defending in downturns—potential for higher risk-adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.260.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
60d OB TEST w/200d Check + UVXY, TZA
5,317.19%32.61%1.36%35.77%1.25
Initial Investment
$10,000.00
Final Value
$541,719.24
Regulatory Fees
$1,076.87
Total Slippage
$6,963.53
Invest in this strategy
OOS Start Date
Jun 25, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend filter, momentum/overbought, leveraged etfs, inverse etfs, volatility hedge, risk-on/risk-off
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.

"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 19.58%. 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, crypto, and options.