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Symphonies
JM256 - SPXL For The Long Term (Reddit Post Link) by JM
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily: hold SPXL (3x S&P 500) while the trend is up; flip to UVXY if prices look overheated. When the trend is down, buy oversold dips in SPXL/UPRO or rotate to SQQQ (short Nasdaq) or TLT if Nasdaq is weak.
NutHow it works
Daily check: if the S&P 500 (SPY) is above its 200‑day average, hold SPXL (3× S&P 500). If prices look too “hot” (RSI = a quick hot/cold 10‑day score) on TQQQ or SPXL, flip to UVXY to catch a volatility pop. If SPY is below the 200‑day average, buy the dip in SPXL/UPRO when very oversold. Otherwise, if Nasdaq is weak, choose the stronger of SQQQ (short Nasdaq) or TLT (Treasuries). If not, use SQQQ if it’s washed out; else SPXL.
CheckmarkValue prop
Out-of-sample: ~46% annualized return vs SPY ~18%, Calmar ~1.07 - strong risk-adjusted gains. Trend-following core with hedges (UVXY, SQQQ, Treasuries) seeks upside capture and downside management; max drawdown ~43% vs ~19% for SPY.

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Invest in this strategy
OOS Start Date
Aug 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs,tactical asset allocation,trend-following,mean-reversion,volatility trading,daily rebalanced,s&p 500,nasdaq 100,treasuries
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 46.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.00%. 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, crypto, and options.