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Symphonies
Ease Up on the Gas V3 - Smooth Ride
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

70% managed-futures (DBMF) plus 30% leveraged Nasdaq-100 (TQQQ). When QQQ looks overheated by a 14-day RSI, it gradually swaps slices of TQQQ into VIX funds (VIXY/UVXY) to cushion pullbacks. Aims for a smoother ride with daily rebalancing.
NutHow it works
70% in DBMF (managed-futures: trend-following across rates, currencies, commodities). 30% in TQQQ (3x Nasdaq-100). Each day we check QQQ’s 14-day RSI—a speedometer of how “hot” price is. As RSI crosses 65/70/75/80/85, we move five 3% slices from TQQQ into VIXY then UVXY (funds tied to market “fear”). Hotter = bigger hedge. Rebalance daily.
CheckmarkValue prop
Out-of-sample edge: ~26.23% annualized return vs ~20.94% for the S&P, with Calmar ~1.03 and Sharpe ~1.21. A 70/30 mix of DBMF futures and RSI-driven VIX hedges seeks higher growth with resilience versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.081.070.770.88
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
158.27%14.88%-1.77%0.2%0.8
Ease Up on the Gas V3 - Smooth Ride
363.97%25.15%2.1%7.91%1.05
Initial Investment
$10,000.00
Final Value
$46,397.12
Regulatory Fees
$42.31
Total Slippage
$108.10
Invest in this strategy
OOS Start Date
Aug 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged nasdaq-100, dynamic vix hedge, managed futures, rsi-based, daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXY
ProShares VIX Short-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 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.

"Ease Up on the Gas V3 - Smooth Ride" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Ease Up on the Gas V3 - Smooth Ride" is currently allocated toDBMFandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Ease Up on the Gas V3 - Smooth Ride" has returned 23.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Ease Up on the Gas V3 - Smooth Ride" is 25.48%. 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 "Ease Up on the Gas V3 - Smooth Ride", 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.