Skip to Content
Symphonies
COMBINED (K-1 Free)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Tickers used: TQQQ=3x Nasdaq; SQQQ=−3x Nasdaq; TECL=3x tech; UPRO=3x S&P; SOXS=−3x semis; PSQ=−1x Nasdaq; TLT/IEF/TFLO=US Treas.; XYLD=S&P covered‑call; XLY=consumer; FAZ=−3x financials; FBND=bonds; SVOL=vol premium. Very volatile.
NutHow it works
Rebalances daily in two sleeves (80% core, 20% tilt). It checks trend (SPY vs 200‑day average) and a heat gauge (RSI: 0–100; >79 = very hot, <31 = very cold). When too hot it shorts semiconductors (SOXS). When too cold it buys 3x tech/S&P (TQQQ/TECL/UPRO). Otherwise it toggles among short Nasdaq (PSQ/SQQQ), Treasuries (TLT/IEF/TFLO), or a 3‑ETF momentum basket (from TQQQ, XYLD, XLY, FAZ, FBND, SVOL). Uses leveraged funds—expect big swings.
CheckmarkValue prop
Out-of-sample, this strategy aims ~54% annualized return with Calmar ~1.88 and Sharpe ~1.23, beating the S&P's ~28% return. Higher upside with disciplined risk control and diversified tech/bonds/volatility exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.710.490.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
73.99%13.11%1.36%5.73%0.79
COMBINED (K-1 Free)
2,251.84%101.85%2.31%14.96%1.99
Initial Investment
$10,000.00
Final Value
$235,184.49
Regulatory Fees
$709.04
Total Slippage
$4,179.89
Invest in this strategy
OOS Start Date
Oct 31, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, daily rebalancing, leveraged/inverse etfs, trend + rsi, tech/nasdaq focus, bonds/volatility diversifiers
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.

"COMBINED (K-1 Free)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"COMBINED (K-1 Free)" is currently allocated toSVOL, TQQQandXLY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "COMBINED (K-1 Free)" has returned 54.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "COMBINED (K-1 Free)" is 28.81%. 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 "COMBINED (K-1 Free)", 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.