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Symphonies
Curts New SPY 5 day, Vol Inc by SPXL allocate with BIL.... and SPXL THIS IS A GO! 33.6, 25.8, 19.6, 10/4/2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple SPY trend strategy with an overheat safety valve: stay in SPY while it’s trending up, but if tech looks extremely hot switch to UVXY for a potential volatility spike. If trend weakens, shift mostly to short‑term Treasuries with small SPY and Berkshire.
NutHow it works
Daily check: Is SPY above its 7‑day average (EMA = a recent‑weighted average)? If yes, hold SPY—unless a “heat” gauge (RSI, 0–100) on TQQQ (a fast, leveraged tech fund) is very high (>79). Then switch to UVXY, a fund that tends to surge when markets panic. If SPY is below its average, go defensive: ~60% in SHV (short‑term Treasury bills), ~20% in SPY, ~20% in BRK.B (Berkshire Hathaway).
CheckmarkValue prop
Out-of-sample: annualized return ~11.82% vs SPY ~22.56%, but max drawdown ~3.88% vs 5.07%, Calmar ~3.05 and Sharpe ~1.30. The strategy delivers far stronger downside protection and steadier risk-adjusted growth, not just raw upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.450.090.29
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
664.01%15.16%-2.23%-2.01%0.92
Curts New SPY 5 day, Vol Inc by SPXL allocate with BIL.... and SPXL THIS IS A GO! 33.6, 25.8, 19.6, 10/4/2011
8,965.08%36.74%-2.11%-4.32%1.32
Initial Investment
$10,000.00
Final Value
$906,508.45
Regulatory Fees
$5,924.22
Total Slippage
$41,275.17
Invest in this strategy
OOS Start Date
Jul 19, 2025
Trading Setting
Threshold 20%
Type
Stocks
Category
Us equities, trend following, volatility hedge, tactical asset allocation, risk-on/risk-off, etfs, short-term timing
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toSHV, SPYandBRK/B. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 3.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 5.59%. 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 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.