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Symphonies
Boring SSO FTLT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in tactical rules: ride uptrends with 3× S&P 500 (UPRO), sit in T‑bills (BIL) when conditions worsen, buy volatility (UVXY) in extremes, and buy sharp dips (TECL/UPRO) in bears to seek rebounds while avoiding big slides.
NutHow it works
1) If the market is whipping around or looks too hot, it buys UVXY, a fund that jumps when fear/volatility spikes. 2) Otherwise it checks trend: SPY above its 200‑day average = bull; below = bear. 3) Bull: if bonds look steadier than betting against stocks, hold UPRO (3× S&P 500); else hold BIL (T‑bills). 4) Bear: only buy deep dips (TECL 3× tech or UPRO); otherwise BIL.
CheckmarkValue prop
Out-of-sample upside: ~36.4%/yr vs SPY ~14.7%, with a risk-adjusted edge (Calmar ~0.84 vs ~0.78). Expect bigger swings and higher drawdowns (~43.6% vs ~18.8%), but far stronger upside capture in bull regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.71.030.130.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
716.72%15.58%6.16%5.09%0.95
Boring SSO FTLT
5,870,467.22%113.2%26.75%16.88%1.78
Initial Investment
$10,000.00
Final Value
$587,056,722.06
Regulatory Fees
$682,763.85
Total Slippage
$4,901,256.86
Invest in this strategy
OOS Start Date
Dec 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, mean reversion, leveraged etfs, volatility trading, market timing, risk-off cash
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Boring SSO FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Boring SSO FTLT" is currently allocated toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Boring SSO FTLT" has returned 41.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Boring SSO FTLT" is 43.59%. 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 "Boring SSO FTLT", 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.