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Symphonies
Best of Test Bed Overbought Stocks
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Sits in T‑Bills until a fast tech fund (TQQQ) gets unusually “hot.” Then it tilts into fear/downside via UVXY, VIXM, and SOXS—favoring recent winners and balancing risk—to try to profit from a short‑term pullback.
NutHow it works
Watch a fast tech fund (TQQQ). If its 10‑day RSI—a “speed/heat” gauge of recent gains—is extremely high (>81), the strategy bets on a short‑term pullback: 75% goes to the 2 strongest of UVXY (short‑term fear), VIXM (mid‑term fear), and SOXS (3x inverse semis) based on 10‑day returns; 25% goes to a risk‑balanced mix of UVXY and VIXM. Otherwise it holds BIL (T‑Bills).
CheckmarkValue prop
OOS Sharpe 2.43 vs SPY 1.29; max drawdown ~0.3% vs ~18.8%; Calmar ~26; 658 days of testing. While raw return is lower (8.6% vs 22.4%), it delivers far stronger risk-adjusted, downside-resilient performance.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.13-0.080.01-0.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
618.68%15%1.2%6.23%0.91
Best of Test Bed Overbought Stocks
400.84%12.1%0.34%0.97%1.03
Initial Investment
$10,000.00
Final Value
$50,084.17
Regulatory Fees
$42.52
Total Slippage
$274.26
Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, contrarian, volatility spike, inverse/leveraged etfs, market-timing, risk-on/off, cash-parking
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.

"Best of Test Bed Overbought Stocks" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Best of Test Bed Overbought Stocks" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Best of Test Bed Overbought Stocks" has returned 8.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Best of Test Bed Overbought Stocks" is 0.32%. 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 "Best of Test Bed Overbought Stocks", 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.