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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 rules-based switcher. In uptrends it rides SPYU (4x S&P 500) unless things look overheated, then briefly hedges with UVXY. In downtrends it either buys dips with SPYU or rotates to SQQQ (inverse Nasdaq) or TLT (Treasuries) using a short-term “heat” score.
NutHow it works
Daily switches among: SPYU (4x S&P 500), UVXY (volatility), SQQQ (3x inverse Nasdaq), or TLT (long Treasuries). RSI(10d) is a 0–100 “heat” gauge (>70 hot, <30 cold). 200d/20d MAs are average prices. If S&P > 200d: hold SPYU unless TQQQ or SPXL are too hot (RSI>~80) → UVXY. If S&P < 200d: if washed‑out (TQQQ RSI<31 or SPY RSI<30) → SPYU; else if TQQQ < 20d → pick stronger of SQQQ or TLT by RSI; else if SQQQ RSI<31 → SQQQ; else SPYU. Exposures: S&P 500 (tech‑tilt), inverse big tech, Treasuries, volatility.
CheckmarkValue prop
Aim for outsized growth: out-of-sample annual return ~37.8% vs SPY ~18%, via a disciplined, daily-tactical mix of 4x S&P 500 exposure via SPYU and smart hedges. Expect higher volatility and drawdowns, but potential for big upside in uptrends.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.072.890.60.77
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
53.52%21.15%0.54%-0.34%1.29
JM257 - SPYU For The Long Term (Reddit Post Link) by JM
199.03%63.28%-0.35%-9.05%1.12
Initial Investment
$10,000.00
Final Value
$29,903.42
Regulatory Fees
$12.93
Total Slippage
$79.58
Invest in this strategy
OOS Start Date
Aug 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend + mean reversion, leveraged etfs, us large-cap, inverse nasdaq, treasuries, volatility (vix), daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYU
MAX S&P 500 4x Leveraged ETN
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 toSPYU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 55.71%. 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.