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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

Buys the deeper dip between 3x S&P 500 or 3x Nasdaq only when volatility is low; otherwise holds short‑term Treasuries, splitting 50/50 in middling conditions.
NutHow it works
UPRO/TQQQ are 3x versions of the S&P 500 and Nasdaq‑100; SHY holds short‑term Treasuries. The strategy checks past‑month S&P 500 volatility (via SPY). If very calm, it buys the 3x fund that has dipped most recently (by 21‑day RSI, a “how sold‑off is it?” gauge). If somewhat choppy, it holds half that pick and half SHY. If very choppy, it parks fully in SHY. Rebalances only when weights drift ~5%.
CheckmarkValue prop
Out-of-sample edge: ~45% annualized return vs ~21% S&P, with a Sharpe ~1.19. A volatility gate deploys 3x ETFs on dips and Treasuries in chop—higher growth potential with disciplined risk, though drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.150.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
690.78%13.85%-0.15%0.4%0.84
Fund Surfing
33,592.25%44.05%0.98%-7.72%1.35
Initial Investment
$10,000.00
Final Value
$3,369,224.78
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 allocation, volatility filter, mean reversion, rsi timing, leveraged etfs, 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 38.06%. 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.