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Symphonies
Darpa Perfect Scalp v1.1 VRIG (53.8/27.6)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switch among three ETFs using a simple “temperature” gauge on tech: buy TQQQ when it looks washed out, buy UVXY when it looks overheated, otherwise sit in VRIG. High risk due to leveraged funds and quick flips.
NutHow it works
Each day it reads a simple “temperature” gauge (RSI) on a tech‑heavy fund, TQQQ (a 3x version of the Nasdaq‑100). If that gauge says “too cold” over 22 days (<38), it buys TQQQ. If it’s not cold but looks “too hot” over 10 days (>81), it buys UVXY (a fund that jumps when market fear rises). Otherwise it parks in VRIG (a low‑volatility, floating‑rate bond fund). One holding at a time; checked daily.
CheckmarkValue prop
Out-of-sample: ~41% annualized return vs ~15% S&P, with stronger risk-adjusted payoff (Sharme ~1.0 vs ~0.81) and Calmar ~1.81. RSI-driven switches among TQQQ, UVXY, and VRIG target tech upside, volatility hedges, and bond ballast.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.490.620.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
265.07%15.14%1.36%5.73%0.86
Darpa Perfect Scalp v1.1 VRIG (53.8/27.6)
11,731.45%68.17%0.48%1.22%1.53
Initial Investment
$10,000.00
Final Value
$1,183,144.76
Regulatory Fees
$1,361.87
Total Slippage
$7,716.87
Invest in this strategy
OOS Start Date
Dec 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, rsi-based, leveraged etfs, volatility, bonds/cash substitute, daily rebalance
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.

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

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

Year-to-date, the symphony has returned 41.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.71%. 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, crypto, and options.