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Symphonies
IFF: High Win Rate Tests
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All‑in, daily strategy using RSI extremes. Buys UVXY when the market looks overheated; otherwise buys oversold 3x tech/semis/biotech, flips to 3x inverse when too hot, or TMF for bonds; else parks in T‑bills. Very high risk.
NutHow it works
RSI is a 0–100 “heat meter” for price moves (>80 very hot, <30 very cold). IOO=global stocks; SPY=S&P 500; TQQQ=3x Nasdaq; UVXY=volatility; SOXL/TECL/LABU=3x bulls (semis/tech/biotech); SOXS/TECS=3x bears; TMF=3x long Treasuries; BIL=T‑bills. Daily: if the market looks too hot (RSI>80 on IOO/SPY/TQQQ) buy UVXY; else buy oversold bulls (RSI<30/22), or bears when bulls are hot (>80), or TMF if bonds are washed out; else BIL. Trades only if a UVXY‑RSI (~60‑day) vol filter is above ~40.
CheckmarkValue prop
Out-of-sample: 23.43% vs 17.54% (S&P), driven by volatility/tech/biotech tilts. Higher drawdowns (27.70% vs 18.76%), but Calmar ~0.846 and Sharpe ~0.628 indicate meaningful risk-adjusted upside for higher risk tolerance.

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Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, daily tactical, mean reversion, volatility hedge, inverse etfs, sector rotation, cash fallback
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X 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.

"IFF: High Win Rate Tests" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"IFF: High Win Rate Tests" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "IFF: High Win Rate Tests" has returned 21.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "IFF: High Win Rate Tests" is 27.70%. 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 "IFF: High Win Rate Tests", 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.