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Symphonies
Leveraged Neapolitan
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Leveraged three-asset portfolio: 40% UPRO (3x S&P 500), 30% TMF (3x long Treasuries), 30% UGL (2x gold); quarterly rebalance. High-risk strategy that amplifies returns (and losses) across stocks, bonds, and gold.
NutHow it works
Daily-leveraged ETFs track three assets: UPRO (3x S&P 500), TMF (3x long Treasuries), and UGL (2x gold). Target weights are 40% UPRO, 30% TMF, 30% UGL. Rebalance quarterly to restore weights. Leverage resets daily, so long-term results depend on the order of daily moves and may not equal simple 3x/2x multiples.
CheckmarkValue prop
Out-of-sample, this levered 3-asset mix delivers Sharpe ~2.40 vs S&P ~1.32, annualized return ~65% vs ~15%, and Calmar ~7.96—offering superior risk-adjusted growth across stocks, bonds, and gold, with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.850.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
880.97%14.66%-1.77%0.2%0.88
Leveraged Neapolitan
2,990.4%22.82%-3.26%6.24%0.96
Initial Investment
$10,000.00
Final Value
$309,039.68
Regulatory Fees
$15.91
Total Slippage
$86.13
Invest in this strategy
OOS Start Date
Oct 22, 2025
Trading Setting
Quarterly
Type
Stocks
Category
Leveraged etfs, multi-asset, high risk, quarterly rebalance, us stocks/bonds/gold mix
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
UGL
ProShares Ultra Gold
Stocks
UPRO
ProShares UltraPro S&P 500
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 Neapolitan" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Leveraged Neapolitan" is currently allocated toTMF, UGLandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Leveraged Neapolitan" has returned 11.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Leveraged Neapolitan" is 12.41%. 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 Neapolitan", 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.