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Symphonies
A Foolish Endeavor
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, all‑in switch among 3x S&P 500 (UPRO), volatility ETFs (UVXY/SVXY), or T‑bills (BIL) using SPY’s 10‑day RSI and a 4‑day SVXY drawdown check. Contrarian at extremes; short‑vol in calm; cash after vol shocks. Very risky.
NutHow it works
Each day it checks SPY’s 10‑day RSI, a 0–100 “heat gauge” of recent price moves (≥70 = very hot, ≤30 = very cold). If very hot: buy UVXY (a boosted bet on market fear rising). If very cold: buy UPRO (3x S&P 500). Otherwise: hold SVXY (inverse “fear”) unless SVXY fell >10% in the last 4 days—then park in BIL (T‑bills). Always 100% in one choice; rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~32% annualized return vs ~21% for SPY, with volatility‑aware timing and cash guards. Higher upside accompanies larger drawdowns—best as a tactical sleeve to supplement the S&P core.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.491.640.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
659.84%15.43%1.36%5.73%0.94
A Foolish Endeavor
454,550.97%81.49%5.14%25.63%1.35
Initial Investment
$10,000.00
Final Value
$45,465,097.48
Regulatory Fees
$111,178.88
Total Slippage
$788,475.53
Invest in this strategy
OOS Start Date
Jun 14, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum/mean‑reversion, volatility trading, leveraged etfs, daily rebalanced, high risk
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.

"A Foolish Endeavor" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"A Foolish Endeavor" is currently allocated toSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "A Foolish Endeavor" has returned 32.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "A Foolish Endeavor" is 44.52%. 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 Foolish Endeavor", 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.