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Symphonies
JM256 - UPRO For The Long Term (Reddit Post Link) Feaver mod
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it rides long-term stock uptrends with a 3× S&P fund (UPRO), flips to volatility if things look overheated, and in downtrends either buys sharp dips for bounces or shifts to defensive/short funds (SPXU or TLT).
NutHow it works
First, it checks if the S&P 500 (SPY) is above its 200‑day average to decide risk‑on or risk‑off. It also uses RSI, a 0–100 “hot/cold” score from recent moves (high=overheated, low=washed‑out). • Above 200‑day: usually hold UPRO (3× S&P); if RSI shows overheating (on tech TQQQ or S&P SPXL), switch to UVXY (volatility). • Below 200‑day: buy oversold bounces (TQQQ or UPRO). If no bounce and UPRO is weak, pick SPXU (3× short S&P) or TLT (Treasuries) by which looks stronger.
CheckmarkValue prop
Out-of-sample, this strategy shows better risk-adjusted gains vs the S&P: ~53.6% annualized return vs 18.5%, Sharpe ~1.06, Calmar ~1.23. Adaptive risk controls and hedges aim for higher upside with disciplined drawdowns.

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Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend following, mean reversion, volatility, tactical allocation, us equities, treasuries, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.46%. 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.