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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 rule-based, one-position strategy. If stocks look overheated short term, it buys UVXY (a volatility spike play). Otherwise, it trends the Nasdaq-100 with 3x (TQQQ) or 2x (QLD), sometimes stepping to T‑Bills (BIL) after weak rebounds.
NutHow it works
Step 1: If many parts of the stock market look very “hot” short term (prices ran up fast), move 100% into UVXY, which tends to jump when stocks drop and volatility spikes. Step 2: Otherwise, ride the Nasdaq-100 trend with leverage: use 3x (TQQQ) or 2x (QLD) based on how strong/extended the uptrend is and whether there was a recent drop. If the trend looks weak after a drop, park in T‑Bills (BIL).
CheckmarkValue prop
Out-of-sample Sharpe 1.69 vs SPY 0.98; Calmar 3.28; Alpha about 0.77%; annualized return about 135% vs SPY about 17% - offering stronger risk-adjusted upside, albeit with higher drawdowns (about 41% vs about 19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.831.510.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
499.42%13.68%-4.19%-3.74%0.85
It is what it is 0.0.0.2 - Including UVXY
25,866,515.12%144.13%-18.62%-11.47%1.87
Initial Investment
$10,000.00
Final Value
$2,586,661,512.12
Regulatory Fees
$3,951,569.43
Total Slippage
$28,405,955.06
Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, trend-following, mean reversion, volatility timing, risk-on/risk-off
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 ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 102.50%. 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.