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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

Rules-based plan: ride a 3x S&P fund in uptrends, hide in T-bills in downtrends, and sometimes bet on fear (UVXY) or buy sharp dips (RSI<~30). Uses the 200-day trend and RSI. Involves high-risk leveraged/volatility ETFs.
NutHow it works
If the S&P 500 turns very jumpy (2-day volatility high) or SPY/QQQ look overheated (RSI>80; RSI is a 0-100 gauge of how stretched prices are), it buys UVXY (a fear/volatility fund that spikes in panics but usually bleeds). Else, if SPY is above its 200-day average (uptrend), buy UPRO (3x S&P) only when bonds (AGG) look stronger than the inverse S&P fund SH; otherwise hold BIL (T-bills). If below the 200-day (downtrend), buy TECL/UPRO only on RSI washouts (<~30); else BIL.
CheckmarkValue prop
Out-of-sample: ~36.4% annualized return, Sharpe ~0.79, Calmar ~0.84 vs S&P ~14–15% return. Higher upside but larger drawdowns (~43.6%); suits investors with long‑term horizon and tolerance for volatility.

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Invest in this strategy
OOS Start Date
Dec 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, tactical allocation, leveraged etfs, volatility trading, rsi, moving average, risk-on/risk-off
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 Shares
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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Boring SSO FTLT" has returned 26.54%. 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.