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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

Mostly rides a 4x S&P 500 note in uptrends. When it looks overheated, it briefly switches to a volatility fund. In downtrends, it sometimes buys oversold dips; otherwise it rotates to a bear Nasdaq fund or to long Treasuries based on short‑term strength.
NutHow it works
Each day: if the S&P 500 is above its 200‑day average, hold a 4x S&P note (SPYU) unless short‑term “heat” says it’s too hot—then park in a volatility fund (UVXY) briefly. If below, buy sharp dips with SPYU; otherwise rotate to either a bear Nasdaq fund (SQQQ) or long Treasuries (TLT), whichever looks stronger short term.
CheckmarkValue prop
Adaptive, regime-based strategy using 4x SPY in uptrends with heat/dip hedges. Out-of-sample: ≈37.8% annualized return vs SPY ≈18%; higher upside, but larger drawdowns—potential for outsized growth with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.12.810.570.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
60.46%22.26%6.16%5.09%1.34
JM257 - SPYU For The Long Term (Reddit Post Link) by JM
243.82%69.01%24.18%12.7%1.18
Initial Investment
$10,000.00
Final Value
$34,381.72
Regulatory Fees
$18.88
Total Slippage
$115.94
Invest in this strategy
OOS Start Date
Aug 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend filter, tactical trading, leveraged funds, momentum and mean-reversion, daily rebalance, volatility hedge
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x ETF
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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.65%. 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.