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Symphonies
Darpa Perfect Scalp v1.3 BIL (31.9/13.1)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switcher among three ETFs: buy TQQQ after sharp selloffs, buy UVXY after sharp run‑ups expecting a pullback and volatility spike, otherwise park in BIL (cash‑like T‑Bills).
NutHow it works
Each day it checks TQQQ’s RSI (a 0–100 score of how fast it has fallen/risen). If 9‑day RSI < 23 (very oversold), buy TQQQ (a 3× Nasdaq‑100 ETF) for a bounce. Otherwise, if 10‑day RSI > 81 (very hot), buy UVXY (a volatility ETF that jumps when markets wobble). If neither, hold BIL (T‑Bills). Rebalance daily.
CheckmarkValue prop
Strong risk-adjusted edge: out-of-sample drawdown 5.70% vs SPY 6.33%, Calmar 7.22, and Sharpe ~1.03, with RSI-driven switches among TQQQ/UVXY/BIL for tactical upside and downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.0600.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
Darpa Perfect Scalp v1.3 BIL (31.9/13.1)
5,423.1%32.16%0.28%0.86%1.18
Initial Investment
$10,000.00
Final Value
$552,310.03
Regulatory Fees
$378.76
Total Slippage
$2,313.53
Invest in this strategy
OOS Start Date
Apr 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, mean reversion, momentum, rsi, volatility, leveraged etfs, nasdaq-100, market timing, defensive cash
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 5.70%. 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.