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Symphonies
December 2024 - Wash Sale Modifier
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, tactical system: ride bull trends with leveraged S&P 500, buy tech on dips, and de‑risk in weak or sideways markets into cash, Treasuries, or mild inverse Nasdaq. Occasionally uses a volatility fund near extremes; signals use trend and RSI.
NutHow it works
It first asks if stocks are in a long‑term uptrend (price above the 200‑day average, a long‑term trend line). If yes, it mostly rides a 3× S&P 500 fund (UPRO), buys tech on deep dips (TECL), and may briefly use a volatility fund (UVXY) when markets look overheated by RSI (a 0–100 “speedometer”). If no, it cuts risk into cash/T‑Bills/Treasuries or a mild inverse Nasdaq fund (PSQ). Short‑term trend and drop triggers fine‑tune shifts.
CheckmarkValue prop
Out-of-sample, this strategy targets about 56% annualized returns vs SPY’s 14.6%, with stronger risk-adjusted metrics (Sharpe ~1.13, Calmar ~1.50) and active trend/volatility signals to capture rallies while defending capital.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.741.40.320.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
693.37%15.63%2.19%5.01%0.95
December 2024 - Wash Sale Modifier
25,893,048.44%139.7%5.96%14.39%2.31
Initial Investment
$10,000.00
Final Value
$2,589,314,843.75
Regulatory Fees
$3,738,182.03
Total Slippage
$26,857,256.79
Invest in this strategy
OOS Start Date
Nov 29, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical, trend-following, mean reversion, leveraged etfs, inverse etfs, treasuries, volatility, risk management
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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.

"December 2024 - Wash Sale Modifier" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"December 2024 - Wash Sale Modifier" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "December 2024 - Wash Sale Modifier" has returned 56.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "December 2024 - Wash Sale Modifier" is 37.52%. 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 "December 2024 - Wash Sale Modifier", 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.