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

About

All-in, rules-based switcher among TQQQ, TECL, VIXM, and BIL: ride leveraged tech in uptrends, hide in T-bills in downtrends, flip to VIX when things get too hot, and buy oversold dips for rebound attempts.
NutHow it works
Uses TQQQ (3x Nasdaq-100), TECL (3x tech), VIXM (VIX futures), and BIL (T-bills). 1) Trend check: if TQQQ price is above its 200-day average (uptrend), hold TQQQ—unless its RSI (0–100 speed-of-move score) >80 (too hot), then switch to VIXM for a pullback hedge. 2) If below that average (downtrend), sit in BIL—unless RSI(10) <25 (very oversold), then buy TECL for a rebound. All-in one ETF at a time.
CheckmarkValue prop
Out-of-sample, this regime-switching strategy shows big upside with hedged risk: OOS return ~66%/yr vs SPY ~23%, Calmar ~1.71, max drawdown ~39% vs SPY ~19%. Higher upside, higher risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.211.670.40.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
605.37%13.78%-0.15%0.4%0.84
Funny
19,067.25%41.53%-9.02%-18.31%1
Initial Investment
$10,000.00
Final Value
$1,916,725.06
Regulatory Fees
$1,616.74
Total Slippage
$9,055.71
Invest in this strategy
OOS Start Date
Jan 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, momentum, mean-reversion, leveraged etfs, volatility hedge, tactical etf rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
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.

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

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

Year-to-date, "Funny" has returned 46.54%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Funny" is 38.86%. 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 "Funny", 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.