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Symphonies
Leveraged High Yield Tracker / Curved
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily-rebalanced, levered ETF strategy that switches between UVXY (volatility) when SPY looks overbought, and SOXL (semis) or TMF (long bonds) based on momentum comparisons between HYG and QQQ.
NutHow it works
- Every day, decide on a single target position based on momentum signals. - If SPY looks overbought (RSI 13-period > 70), allocate to UVXY (volatility). - If SPY is not overbought, compare HYG and QQQ momentum: if RSI(HYG,14) > RSI(QQQ,5), allocate to SOXL (leveraged semis); otherwise allocate to TMF (leveraged long Treasuries). - The position is implemented with percentages implied by the width of the decision blocks (outer 70% vs inner 100% branches); effectively, you end up with a single levered ETF exposure each day, rebalanced daily. - This strategy is high-risk due to leverage and reliance on short-term momentum signals.
CheckmarkValue prop
Out-of-sample Sharpe 1.36 vs SPY 1.06; Calmar 2.06. A volatility hedge plus levered momentum delivers higher risk-adjusted returns and regime-shift gains versus the S&P 500, with daily rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.821.730.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
Leveraged High Yield Tracker / Curved
13,444,958.84%126.85%14.14%112.48%1.48
Initial Investment
$10,000.00
Final Value
$1,344,505,884.22
Regulatory Fees
$2,856,446.98
Total Slippage
$20,512,148.16
Invest in this strategy
OOS Start Date
Jan 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, momentum, volatility hedge, sector tilt, credit vs tech momentum
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
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.

"Leveraged High Yield Tracker / Curved" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Leveraged High Yield Tracker / Curved" is currently allocated toTMF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Leveraged High Yield Tracker / Curved" has returned 143.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Leveraged High Yield Tracker / Curved" is 66.74%. 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 "Leveraged High Yield Tracker / Curved", 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.