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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

A simple but aggressive 3‑fund mix: leveraged US stocks (UPRO), leveraged long‑term Treasuries (TMF), and leveraged gold (UGL) at 40/30/30, rebalanced quarterly. It spreads bets across growth, recessions, and inflation—while being very volatile.
NutHow it works
Hold three funds and reset them every quarter to these targets: - 40% UPRO: aims for about 3x the daily move of big US stocks (S&P 500). - 30% TMF: about 3x long‑term US Treasury bonds (tend to rise when rates fall). - 30% UGL: about 2x gold. Rebalance back to 40/30/30 each quarter.
CheckmarkValue prop
Out-of-sample edge: 65% annualized return vs 15% SPY, Sharpe 2.40 vs 1.32, Calmar 7.96. Drawdown ~8.18% vs ~5.07%. A disciplined, leveraged stocks/bonds/gold mix with quarterly rebalancing for higher growth but higher volatility.

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Invest in this strategy
OOS Start Date
Oct 22, 2025
Trading Setting
Quarterly
Type
Stocks
Category
Leveraged, multi-asset, stocks-bonds-gold, static allocation, quarterly rebalance, high volatility
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 34.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Leveraged Neapolitan" is 11.17%. 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.