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Symphonies
Darpa's Lower Drama Mama v1.9
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A “fire-and-forget” tactical plan: hedge with UVXY when Nasdaq looks too hot, move to UUP when the market looks weak, otherwise split between the two leveraged ETFs that had the gentlest recent declines to keep returns while dialing down swings.
NutHow it works
It’s a rule-based switch. First, it checks a short-term “heat gauge” on the Nasdaq 100 (QQQ). If it’s extremely hot, it flips into a volatility fund (UVXY) to brace for a pullback. If the broad market (SPY) looks weak, it hides in the US dollar (UUP). Otherwise, it holds the two leveraged funds that had the smallest recent peak-to-trough drops, splitting money evenly between them. RSI (the “heat gauge”) reads how fast prices have been rising or falling on a 0–100 scale: very high = running hot; very low = looking weak.
CheckmarkValue prop
Out-of-sample edge: ~42% annualized return vs ~18.6% for SPY, Sharpe ~1.48 vs ~1.00, drawdown ~14.6% vs ~18.8%, beta ~0.55, Calmar ~2.9. A lower-drama, hedged, rule-based strategy with strong risk-adjusted upside.
1M
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YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.50.620.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
Darpa's Lower Drama Mama v1.9
240,004.93%73.39%2.1%15.58%1.84
Initial Investment
$10,000.00
Final Value
$24,010,492.52
Regulatory Fees
$51,739.76
Total Slippage
$352,371.60
Invest in this strategy
OOS Start Date
Oct 4, 2024
Trading Setting
Threshold 9%
Type
Stocks
Category
Tactical rotation, leveraged etfs, risk-managed, momentum/mean-reversion, volatility hedge, currency hedge, sector rotation
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.

"Darpa's Lower Drama Mama v1.9" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Darpa's Lower Drama Mama v1.9" is currently allocated toRXLandDGP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Darpa's Lower Drama Mama v1.9" has returned 42.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Darpa's Lower Drama Mama v1.9" is 14.57%. 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 "Darpa's Lower Drama Mama v1.9", 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.