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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 switcher that uses a 10‑day “hot/cold” score on the S&P 500 to flip between 3x stocks (UPRO), long fear (UVXY), short fear (SVXY), or T‑bills (BIL) after a fresh volatility hit. Very high risk; uses leveraged and volatility funds.
NutHow it works
Each day it checks a 10‑day “hot/cold” score (RSI, 0–100) on the S&P 500 (SPY). If very hot (≥70), buy UVXY (tends to jump when market fear/volatility spikes). If very cold (≤30), buy UPRO (aims for 3x the S&P’s daily move). Otherwise, buy SVXY (benefits from calm) unless SVXY fell >10% in the past 4 days—then park in BIL (T‑bills, cash‑like). One fund at a time; recheck daily.
CheckmarkValue prop
Out-of-sample, this strategy targets ~33.6% annualized return vs 21.2% for the S&P, with positive alpha and Calmar ~0.75—offering upside in volatility. Note higher drawdowns due to leverage; best for risk-tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.471.650.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
692.92%15.36%6.16%5.09%0.93
A Foolish Endeavor
422,891.39%77.92%1.33%-8.78%1.32
Initial Investment
$10,000.00
Final Value
$42,299,139.04
Regulatory Fees
$121,428.62
Total Slippage
$861,663.73
Invest in this strategy
OOS Start Date
Jun 14, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, rsi/momentum, volatility etps, leveraged etfs, risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "A Foolish Endeavor" has returned 24.51%. 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, and options.