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Symphonies
Cumulative roller 0.0.0.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches among TQQQ, SQQQ, UVXY, and BIL using QQQ’s heat, trend, and recent surge. Ride uptrends with 3× QQQ, fade “too‑hot” spikes with 3× inverse, jump to volatility at extremes, and sit in T‑Bills when the trend is weak.
NutHow it works
- First, it checks if QQQ (Nasdaq‑100 fund) is “too hot” on a 0–100 heat score (RSI>79). If yes → buy UVXY (a volatility fund that jumps when markets wobble). - Else, if QQQ is in an uptrend (above its 160‑day average): buy TQQQ (3× QQQ) unless recent gains are huge (1d>2% or 10d>15% or 100d>60%); then buy SQQQ (3× inverse). - If not in an uptrend: buy BIL (T‑Bills). Hold until rules change.
CheckmarkValue prop
Nasdaq‑focused, rule‑based strategy: out‑of‑sample 21.18% annualized return vs SPX 18.25%, aided by trend and volatility hedges. Higher drawdowns (~34.65% vs ~18.76%), but attractive risk‑adjusted potential (Calmar ~0.61).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.541.350.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
716.72%15.58%6.16%5.09%0.95
Cumulative roller 0.0.0.1
951,395.94%88.06%12.44%-4.59%1.5
Initial Investment
$10,000.00
Final Value
$95,149,594.40
Regulatory Fees
$198,114.24
Total Slippage
$1,413,164.50
Invest in this strategy
OOS Start Date
Jun 28, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, trend following, mean reversion, leveraged etfs, nasdaq-100, volatility hedge, market timing, risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SQQQ
ProShares UltraPro Short QQQ
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.

"Cumulative roller 0.0.0.1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Cumulative roller 0.0.0.1" is currently allocated toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Cumulative roller 0.0.0.1" has returned 8.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Cumulative roller 0.0.0.1" is 34.65%. 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 "Cumulative roller 0.0.0.1", 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.