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

About

Rides the Nasdaq trend with TQQQ, steps aside into a mix of “fear” (VIX funds) and cash when overheated, and in downtrends parks in volatility funds—only jumping back into TQQQ on deep short‑term dips.
NutHow it works
It watches TQQQ (a 3x Nasdaq‑100 fund). It compares TQQQ to its 200‑day average (trend) and a 10‑day “hot/cold” gauge (RSI: >80 hot, <30 cold). If above average: hold TQQQ; if too hot: switch 50/50 to VIXY (fear) + BIL (cash‑like). If below average: hold 50/50 VIXM (fear) + SVXY (calming); if very cold: buy TQQQ for a bounce.
CheckmarkValue prop
Out-of-sample upside driver: 64.66% annualized return vs SPY's 22.85%, with Calmar 1.72. It combines Nasdaq trend-following with volatility hedges to seek bigger gains, while acknowledging higher drawdowns (37.56% vs 18.76%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.371.90.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Funnier
305,127.81%74.71%-2.99%-12.91%1.41
Initial Investment
$10,000.00
Final Value
$30,522,780.64
Regulatory Fees
$26,125.86
Total Slippage
$179,415.26
Invest in this strategy
OOS Start Date
Jan 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, tactical allocation, volatility trading, leveraged etfs, risk management
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXM
ProShares VIX Mid-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.

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

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

Year-to-date, "Funnier" has returned 49.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Funnier" is 37.56%. 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 "Funnier", 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.