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Symphonies
It is what it is 0.0.0.2 - Including UVXY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one‑ETF‑at‑a‑time, tactical plan: if short‑term markets look overheated, buy UVXY (long volatility). Otherwise, ride the Nasdaq‑100 with adjustable leverage (TQQQ/QLD/QQQ) or step aside to T‑Bills (BIL) based on drawdowns, trend, and recent run‑ups.
NutHow it works
Step 1: If many market/sector funds look “too hot” short term (10‑day RSI ≈ over 79–80), switch 100% to UVXY—a volatility fund that usually jumps when stocks fall. RSI is a quick “too hot/too cold” gauge (0–100) from recent up vs down days. Step 2: If not hot, ride the Nasdaq‑100: use TQQQ/QLD/QQQ or BIL based on recent drawdowns, the 200‑day trend, and how big the last 200‑day run‑up was (de‑lever after big gains).
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted gains vs SPY: Sharpe ~1.69 vs 0.98, Calmar ~3.28, and ~135% annualized return vs ~17%, with larger drawdowns. UVXY hedges and Nasdaq leverage target upside with risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.851.50.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
524.49%14.11%-0.15%0.4%0.87
It is what it is 0.0.0.2 - Including UVXY
32,027,329.47%149.24%4.87%3.54%1.9
Initial Investment
$10,000.00
Final Value
$3,202,742,946.54
Regulatory Fees
$3,624,396.46
Total Slippage
$26,052,702.15
Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, volatility hedge, leveraged etfs, risk management
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOOG
Vanguard S&P 500 Growth 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.

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

The symphony is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 138.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.30%. 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 the symphony, 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.