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Symphonies
Diversification For The Long Term (No K-1 & SQQQ Edit)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

One‑holding, daily strategy. In uptrends it holds global stocks unless the market is “too hot,” then it shifts to volatility. In downtrends it buys rebounds or rotates to either bearish Nasdaq exposure or long Treasuries.
NutHow it works
Daily steps: 1) Is SPY above its 200‑day average (long‑term uptrend)? If yes, hold VT (global stocks) unless 10‑day RSI (a 0–100 “hot/cold” gauge) on leveraged TQQQ/SPXL is very high (>~80); then hold VXX (volatility). 2) If SPY is below: if RSI on TQQQ or SPY is very low (<~30), hold VT (rebound). Otherwise, if TQQQ is below its 20‑day avg, hold the stronger of SQQQ (3x inverse Nasdaq‑100) or TLT (long US Treasuries). Else, if SQQQ RSI is low, hold SQQQ; otherwise VT.
CheckmarkValue prop
Out-of-sample return ~21.6% vs the S&P 500’s ~19.4%, with Calmar ~1.02 and low beta (~0.15). A regime-switching, volatility-hedged strategy seeks higher upside while diversifying beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.73-0.260.02-0.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
189.05%13.77%6.16%5.09%0.76
Diversification For The Long Term (No K-1 & SQQQ Edit)
16,945.71%86.76%11.76%11.42%1.84
Initial Investment
$10,000.00
Final Value
$1,704,571.22
Regulatory Fees
$2,535.66
Total Slippage
$17,290.06
Invest in this strategy
OOS Start Date
Feb 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend regime filter, momentum and mean-reversion, volatility hedge, leveraged etfs
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VT
Vanguard Total World Stock ETF
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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 toVXX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 21.16%. 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.