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Symphonies
JM257 - SPYU 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

A daily, high‑risk timing plan. In uptrends it rides SPYU (4× S&P). When markets look overheated it flips to UVXY (volatility). In weak markets it rotates among SPYU, SQQQ (−3× Nasdaq), and TLT using short‑term “hot/cold” signals.
NutHow it works
Runs daily. - Moving average: average price over N days. - RSI: 0–100 “hot/cold” score (70+ hot, 30− cold). If SPY > 200‑day avg (uptrend): hold SPYU (4× S&P), unless very hot (TQQQ RSI>79 or SPXL>80) → switch to UVXY for a volatility pop. If not: if TQQQ RSI<31 or SPY RSI<30 → buy SPYU. Else if TQQQ < 20‑day avg → hold the stronger of SQQQ (−3× Nasdaq) or TLT (Treasuries). Else if SQQQ RSI<31 → SQQQ; else SPYU.
CheckmarkValue prop
Out-of-sample upside is compelling: ~39.5% annualized vs SPY’s ~18.3%, with a daily-timed mix of SPYU, UVXY, SQQQ and TLT. Expect bigger gains but also higher drawdowns (~56% vs ~19%) and volatility.

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Invest in this strategy
OOS Start Date
Aug 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend following, mean reversion, volatility hedge, inverse etfs, tactical allocation, s&p 500 focus, daily rebalancing
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 toSPYU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 55.70%. 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.