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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 one-asset tilt among SPXU, BSV, TQQQ, SPY, or DBC driven by volatility, momentum, and long-run performance signals.
NutHow it works
Starts with 100% cash. If VIXMโ€™s 40-day RSI is above 68, take a bearish position on the market by buying SPXU. If not, check Nasdaq momentum: if TQQQโ€™s 1-day cumulative return > 5%, switch to BSV (short-term bonds); otherwise switch to TQQQ. Separately, if QQQโ€™s 5-day cumulative return < -3%, pick the top performer between SPY and DBC using their cumulative returns across long windows (300, 400, 500, 600, and 200 days) and allocate there. The portfolio is rebalanced daily and holds one instrument at a time.
CheckmarkValue prop
Out-of-sample edge: ~20.4% annualized return vs SPY 17.1%. A cash-based, rules-driven tilt (Nasdaq, SPXU hedges, bonds, and commodities) seeks higher long-run growth with built-in risk controlsโ€”though max drawdown is higher (~39.6%).
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
555.27%13.35%-2.02%-1.16%0.82
Dippy Qutie V.1 ๐Ÿ’ 5/29/22
7,641.09%33.62%7.2%14.94%0.99
Initial Investment
$10,000.00
Final Value
$774,109.24
Regulatory Fees
$2,455.49
Total Slippage
$13,490.52
Invest in this strategy
OOS Start Date
May 30, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility-based hedging, momentum, levered etfs, multi-asset tilt
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 21.25%. 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.