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Symphonies
bsmr230105 | TQQQ or not | BlackSwan MeanRev BondSignal
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical switch that goes all-in to one of three: TQQQ for upside, BIL (T‑bills) for safety, or UVXY to hedge during extremes—using simple signals on trend, selloff intensity, and bond-market stress.
NutHow it works
It rotates among three places: - TQQQ (3x Nasdaq-100) when trend is up or after deep dips that look ready to bounce. - BIL (T‑bills, cash-like) when stocks/bonds show near-term stress. - UVXY (volatility hedge) when markets look overheated or after a sharp “dead cat” bounce. Signals used: short-term momentum (RSI), 6‑day/1‑day drops, 10‑day drawdowns, and price vs 25‑day average.
CheckmarkValue prop
Out-of-sample: ~35.7% annualized return vs S&P 17.4%, positive alpha, Calmar ~1.0. Higher drawdowns (~35.5% vs 18.8%), but gains hinge on targeted tech rallies with built-in hedges and cash protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.861.020.110.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
bsmr230105 | TQQQ or not | BlackSwan MeanRev BondSignal
41,279,222.22%145.69%4.53%-7.44%2.01
Initial Investment
$10,000.00
Final Value
$4,127,932,221.76
Regulatory Fees
$11,880,718.47
Total Slippage
$85,439,789.29
Invest in this strategy
OOS Start Date
Sep 21, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged tech etf, tactical allocation, trend + mean reversion, volatility hedge, risk-on/risk-off, market timing
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.54%. 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 the symphony, 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.