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Symphonies
I'm on a boat!
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, all-in strategy guided by a short-term “heat meter” on the S&P 500: extreme heat bets on volatility (UVXY); heat hides in VTIP; cooling moves into VOO then VGT; deep freeze may jump into 3× tech (TECL) or stay in VTIP.
NutHow it works
Each day it checks a 0–100 “heat meter” (RSI) of the S&P 500 over the last 7 days, then goes all‑in: - Very hot (>77): UVXY (spikes when stocks tumble). - Hot (>55): VTIP (short‑term inflation‑protected Treasuries). - Warm (>45): VOO (broad U.S. stocks). - Cool (>27): VGT (tech stocks). - Freezing (≤27): if TECL’s meter <27, buy TECL (3× tech, very risky); else VTIP.
CheckmarkValue prop
RSI-driven, rule-based strategy that hedges extreme markets with UVXY and VTIP, then moves into broad stocks (VOO) and tech (VGT/TECL). Out-of-sample return ~22.1% with a Calmar ~0.74, offering diversification and risk-aware upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.21.040.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
481.42%14.06%-1.77%0.2%0.87
I'm on a boat!
5,266.6%34.67%0.53%15.72%1.03
Initial Investment
$10,000.00
Final Value
$536,659.77
Regulatory Fees
$5,140.35
Total Slippage
$34,607.41
Invest in this strategy
OOS Start Date
May 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical timing, rsi-based, us equities, tech tilt, leveraged etfs, volatility hedge, tips safe harbor, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VGT
Vanguard Information Technology ETF
Stocks
VOO
Vanguard S&P 500 ETF
Stocks
VTIP
Vanguard Short-Term Inflation-Protected Securities Index Fund
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.

"I'm on a boat!" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"I'm on a boat!" is currently allocated toVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "I'm on a boat!" has returned 24.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "I'm on a boat!" is 29.89%. 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 "I'm on a boat!", 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.