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

About

In calm markets, it buys the most sold-off of two leveraged stock funds (UPRO or TQQQ). When markets get choppy, it shifts partly or fully into short-term Treasuries (SHY). Two calmness cutoffs create 0%, 50%, or 100% risk-on exposure.
NutHow it works
Each day it gauges market choppiness via SPY's 21-day volatility. If below 1% and 2%, it's fully on; if between 1-2%, half on; if above 2%, it parks in SHY (short-term Treasuries). When on, it compares UPRO (3x S&P 500), TQQQ (3x Nasdaq-100), and SHY by a 21-day RSI (0-100 dip score; lower = more sold off) and buys the one with the lowest score.
CheckmarkValue prop
Out-of-sample annualized return ~44.7% vs SPY ~20.7%; Calmar ~1.03; Sharpe ~1.19. Uses risk-on in calm markets (levered equity) and SHY hedges in chop, delivering big upside with built-in risk control, though drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.241.150.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
674.23%13.66%-1.77%0.2%0.83
Fund Surfing
31,331.6%43.31%-3.05%-3.96%1.33
Initial Investment
$10,000.00
Final Value
$3,143,159.53
Regulatory Fees
$11,041.28
Total Slippage
$66,496.70
Invest in this strategy
OOS Start Date
Feb 7, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, risk-on/risk-off, mean reversion (rsi), volatility filter, leveraged etfs, us equities, treasuries
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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.

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

"Fund Surfing" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Fund Surfing" has returned 34.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Fund Surfing" is 43.59%. 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 "Fund Surfing", 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.