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

About

Daily switch: if the Nasdaq‑100 looks extremely “hot” (10‑day RSI above 82), jump into TNA (3× small‑cap stocks); otherwise sit in BIL (T‑bills). Very aggressive when in TNA; otherwise cash‑like.
NutHow it works
Each day it checks QQQ (Nasdaq‑100 ETF). It computes a short‑term “heat” score called RSI (0–100; higher = stronger recent buying) over 10 days. If RSI > 82 (extremely hot), it puts 100% into TNA, a 3× ETF of U.S. small‑cap stocks. Otherwise it parks 100% in BIL, a T‑bill ETF. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted performance vs the S&P: near-zero beta, ultra-low drawdowns, and extremely high Sharpe/Calmar ratios, offering capital preservation with selective upside in Nasdaq momentum bursts.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.030.0200.05
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
829.58%13.72%-5.67%-5.04%0.79
Awful OB
-41.23%-3.02%0.28%0.86%-0.42
Initial Investment
$10,000.00
Final Value
$5,876.56
Regulatory Fees
$13.74
Total Slippage
$81.10
Invest in this strategy
OOS Start Date
Jul 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum, rsi, leveraged etf, market-timing, risk-on/risk-off, u.s. small caps, t-bills
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TNA
Direxion Daily Small Cap Bull 3x 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.

"Awful OB" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Awful OB" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Awful OB" has returned 4.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Awful OB" is 0.01%. 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 "Awful OB", 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.