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Symphonies
Dippy Qutie V.1 ๐Ÿ’ 5/29/22
Todayโ€™s Change
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A symphony is an automated trading strategy โ€” Learn more about symphonies here

About

A daily, tactical strategy: short stocks hard when fear surges, buy tech dips (or hide in bonds after sharp bounces), and otherwise ride the longโ€‘term winner between U.S. stocks and commodities. Uses 3x ETFsโ€”expect high volatility.
NutHow it works
Each day it checks โ€œfearโ€ and recent moves, then picks one holding. - If the volatility ETF (VIXM) has been rising strongly (RSI = a score of recent ups vs downs; high means strong rise), it buys SPXU (a fund that rises 3x when the S&P 500 falls). - Else, if the Nasdaq-100 (QQQ) fell >3% in 5 days: if yesterday the 3x Nasdaq fund (TQQQ) jumped >5%, it parks in short-term bonds (BSV); otherwise it buys TQQQ. - If none of that, it holds the longโ€‘term winner between U.S. stocks (SPY) and commodities (DBC) using several lookback periods.
CheckmarkValue prop
Out-of-sample annualized return 20.4% vs SPYโ€™s 17.1%, driven by adaptive volatility timing and regime switches that aim to capture more upside, with built-in hedges to mitigate stress periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.940.210.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
597.45%13.73%6.16%5.09%0.84
Dippy Qutie V.1 ๐Ÿ’ 5/29/22
7,946.24%33.73%2.59%15.41%0.99
Initial Investment
$10,000.00
Final Value
$804,623.58
Regulatory Fees
$2,563.34
Total Slippage
$14,155.39
Invest in this strategy
OOS Start Date
May 30, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, leveraged etfs, trend following, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXM
ProShares VIX Mid-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 doesnโ€™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.

"Dippy Qutie V.1 ๐Ÿ’ 5/29/22" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Dippy Qutie V.1 ๐Ÿ’ 5/29/22" is currently allocated toDBCandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Dippy Qutie V.1 ๐Ÿ’ 5/29/22" has returned 21.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Dippy Qutie V.1 ๐Ÿ’ 5/29/22" is 39.65%. 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 "Dippy Qutie V.1 ๐Ÿ’ 5/29/22", 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.