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Symphonies
(A) 10% YOLO (20.8/4% MDD) Since 2018
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Barbell: ~90% in T‑bills (BIL), ~10% in a tactical sleeve that flips among leveraged tech (TQQQ/SQQQ), semis (SOXL), S&P (UPRO), or volatility (VXX) using “hot/cold” scores and a 200‑day trend—aiming to stay positive in choppy or down markets.
NutHow it works
~90% stays in BIL (T‑bills). The other ~10% is a fast‑moving sleeve. It uses short‑term “hot/cold” scores (RSI: 0–100 over ~10 days; >~80 very hot, <~30 very cold) and a long‑term trend line (200‑day average price). If things look very hot, it buys VXX (volatility) as a hedge. If very cold, it buys 3× bull funds on semis/tech/S&P. Otherwise it flips among 3× long tech, 3× short tech, or T‑bills based on the trend and whether bonds/hedges look stronger. The 10% sleeve can swing a lot.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.96 vs SPY ~1.10; drawdown ~4.8% vs ~18.8%; Calmar ~2.93. Annualized return ~14% vs ~19% for SPY. Superior risk-adjusted return and downside protection with 90% T-bill core and a nimble 10% sleeve.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.170.110.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.11%13.45%-0.15%0.4%0.75
(A) 10% YOLO (20.8/4% MDD) Since 2018
359.06%20.69%0.87%1.1%2.96
Initial Investment
$10,000.00
Final Value
$45,906.24
Regulatory Fees
$37.11
Total Slippage
$200.90
Invest in this strategy
OOS Start Date
May 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Barbell, tactical allocation, trend-following, mean-reversion, leveraged etfs, volatility hedge, risk-managed
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short 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.

"(A) 10% YOLO (20.8/4% MDD) Since 2018" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"(A) 10% YOLO (20.8/4% MDD) Since 2018" is currently allocated toBILandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "(A) 10% YOLO (20.8/4% MDD) Since 2018" has returned 13.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "(A) 10% YOLO (20.8/4% MDD) Since 2018" is 4.80%. 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 "(A) 10% YOLO (20.8/4% MDD) Since 2018", 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.