Skip to Content
Symphonies
Funnier
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rides Nasdaq-100 uptrends with 3x TQQQ, steps to cash and long-vol when rallies get overheated, and in downtrends either buys an oversold rebound or holds a balanced pair of volatility funds to navigate market stress.
NutHow it works
1) Check if TQQQ (3x Nasdaq-100) is above its 200‑day average. If yes: hold TQQQ, unless its 10‑day RSI is above 80 (too hot), then switch to 50% VIXY (fear spikes) and 50% BIL (T‑Bills). 2) If TQQQ is below its 200‑day average: if its 10‑day RSI is below 30 (washed out), buy TQQQ; otherwise hold 50% VIXM (mid‑term VIX) and 50% SVXY (inverse short‑term VIX).
CheckmarkValue prop
Out-of-sample edge: ~65% annualized return with Calmar ~1.72 vs S&P ~23% return. Uses Nasdaq-100 momentum plus volatility hedges for higher upside and disciplined risk; expect larger drawdowns in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.371.910.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
Funnier
279,695.11%73.42%-8.48%-10.29%1.4
Initial Investment
$10,000.00
Final Value
$27,979,511.43
Regulatory Fees
$28,542.79
Total Slippage
$196,622.00
Invest in this strategy
OOS Start Date
Jan 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, volatility trading, leveraged etfs, risk-on/risk-off
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 toSVXYandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Funnier" has returned 42.73%. 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.