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Symphonies
Dr Staple my Bonds UVXY TQQQ UPRO (79,27,2011)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily mean-reversion with a 10-day RSI: buy leveraged stocks (TQQQ/UPRO) on weakness; buy UVXY on overheated readings; otherwise split between defensive sectors (XLP/XLV) and a bond fund (VBF). High risk.
NutHow it works
Each day it reads a 10-day RSI (a 0–100 speed gauge) on QQQ and SPY. If QQQ <30, buy TQQQ (3x Nasdaq-100). Else if SPY <30, buy UPRO (3x S&P 500). If either >80, buy UVXY (a fund that jumps when volatility spikes). Otherwise split 50/50 into the weaker of: XLP vs VBF (staples vs bonds) and XLV vs VBF (healthcare vs bonds).
CheckmarkValue prop
Low-beta, risk-managed tactical sleeve. OOS beta ~0.25, max drawdown ~6%, Calmar ~1.28, annualized ~7.7%, Sharpe ~0.71. Diversifies and dampens drawdowns while targeting quick rebounds vs. a pure S&P 500 core.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.50.720.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
Dr Staple my Bonds UVXY TQQQ UPRO (79,27,2011)
293,883.43%74.22%6.19%6.04%1.75
Initial Investment
$10,000.00
Final Value
$29,398,343.26
Regulatory Fees
$117,791.22
Total Slippage
$816,320.21
Invest in this strategy
OOS Start Date
Apr 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, daily rebalance, rsi(10), leveraged equities, volatility etf, sector rotation, bonds, tactical allocation
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLV
State Street Health Care Select Sector SPDR 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toVBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.03%. 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.