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Symphonies
Framework
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, RSI‑driven switcher: long volatility when stocks look overheated, long 3× tech/S&P on deep dips, and cash‑like T‑bills in between. Focused on tech/growth signals (QQQ/XLK/VOOG/SPY). Very high risk due to volatility and leveraged ETFs.
NutHow it works
It watches short‑term “heat” (RSI, a 0–100 overbought/oversold gauge) on QQQ (big tech), XLK (tech sector), VOOG (growth), and SPY (S&P 500). When these look very hot, it buys VIX funds (UVXY/VIXY or tamer VIXM) expecting a pullback. When very cold, it buys 3× tech/S&P (TECL/SPXL) or short VIX (SVXY) for rebounds. Otherwise it parks in T‑bills/bonds (BIL/BSV). ~Half the portfolio runs this with QQQ/SPY “overheat” filters.
CheckmarkValue prop
Out-of-sample annualized return 24.5%, beta ~0.85, max drawdown ~18.4%, Calmar 1.33. Higher risk-adjusted upside and lower market correlation vs. the S&P, powered by a tech-growth tilt and volatility strategy.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.330.280.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
605.13%14.55%-1.77%0.2%0.89
Framework
13,874.06%41%1.57%11.52%1.55
Initial Investment
$10,000.00
Final Value
$1,397,406.47
Regulatory Fees
$2,261.05
Total Slippage
$14,629.55
Invest in this strategy
OOS Start Date
Dec 23, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Rsi timing, volatility etfs, leveraged etfs, tactical allocation, risk-on/risk-off, tech and growth tilt
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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 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.

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

"Framework " is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Framework " has returned 28.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Framework " is 18.41%. 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 "Framework ", 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.