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Symphonies
Gobi's Failed Experiment
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A maze of timing rules using RSI and trend filters that often jumps into UVXY when stocks look overheated, into 3x tech/semis on dips, and sometimes hides in cash+bonds. Extremely risky and likely overfit.
NutHow it works
It checks the market trend (S&P 500 vs its 200‑day average), then short‑term “heat” via RSI (a 0–100 heat meter: high = overheated, low = sold‑off). When things look overheated, it usually flips into UVXY (a fear‑index fund that spikes if stocks fall). When sold‑off, it buys 3x tech/semis (TQQQ/TECL/SOXL). In panics it may sit mostly in cash (BIL) with some bonds (IEF/TLT) or short semis (SOXS). Many overlapping rules.
CheckmarkValue prop
Not a SPY replacement. Out-of-sample return ~12.1% with Sharpe ~0.57 vs SPY’s ~19% and ~1.09. Provides diversification via a volatility/regime sleeve and potential crisis hedging; not a core growth driver.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.260.70.030.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
161.93%15.44%-0.15%0.4%0.82
Gobi's Failed Experiment
78,928,647.96%657.44%-10.26%-1.51%2.78
Initial Investment
$10,000.00
Final Value
$7,892,874,796.06
Regulatory Fees
$26,214,642.15
Total Slippage
$188,549,504.80
Invest in this strategy
OOS Start Date
Jun 11, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical timing, leveraged etfs, volatility etps, trend filter, mean reversion, risk-on/risk-off, overfitting
Tickers in this symphonyThis symphony trades 32 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
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.

"Gobi's Failed Experiment" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Gobi's Failed Experiment" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Gobi's Failed Experiment" has returned 5.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Gobi's Failed Experiment" is 67.74%. 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 "Gobi's Failed Experiment", 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.