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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, it uses SPY’s 10‑day “hot/cold” score to switch 100% into one ETF: UPRO (stocks), UVXY (volatility up), SVXY (volatility down), or BIL (cash if SVXY just plunged). Very high risk and timing‑heavy.
NutHow it works
RSI is a 0–100 score of how hot/cold SPY’s recent moves are. - If very weak (≤30): buy UPRO (3x S&P 500) for a rebound bet. - If very strong (≥70): buy UVXY (bet on a volatility spike). - Otherwise: buy SVXY (bet on calm), unless SVXY just dropped >10% in 4 days—then hide in BIL (cash‑like T‑bills). All‑in one ETF, checked daily.
CheckmarkValue prop
Out-of-sample annualized return ≈32.4% vs SPY ≈21.5%, Calmar ≈0.73 over 905 days. A timing-driven strategy that seeks bigger upside and volatility/diversification exposure—accept higher risk for higher potential.
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
Market timing, volatility etps, leveraged etfs, rsi, risk-on/risk-off, daily rebalancing
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.