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Symphonies
Levered Colab Signal Outputs Batch #3 | Gobi
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, single-position switcher: buys UVXY after overbought QQQ, buys QQQ after oversold QQQ, else flips between 2x Consumer Staples (UGE) and T‑Bills (BIL) using a simple staples‑vs‑bonds check. Uses leveraged ETFs; high risk.
NutHow it works
Each day: 1) If QQQ’s 10‑day RSI (0–100 “hot/cold” gauge of recent moves) >79, buy UVXY (leveraged VIX; benefits if volatility jumps). 2) Else if RSI <30, buy QQQ (Nasdaq‑100; bet on a bounce). 3) Else: if consumer staples (XLP, 50‑day) lag corporate bonds (CORP, 80‑day), buy UGE (2x staples); otherwise hold BIL (T‑Bills). Note: KMLM (managed‑futures ETF) appears but is inactive here.
CheckmarkValue prop
Rule-based, regime-aware pivots among QQQ, UVXY, leveraged staples, and cash. Out-of-sample return is modest (~0.17% p.a.) with higher drawdowns than SPY, but it adds volatility hedges and diversification when markets swing to help a core portfolio weather regime shifts.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.450.730.40.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
79.16%12.53%-2.85%-2.42%0.78
Levered Colab Signal Outputs Batch #3 | Gobi
1,268.42%69.82%2.59%5.97%2.78
Initial Investment
$10,000.00
Final Value
$136,841.65
Regulatory Fees
$389.46
Total Slippage
$2,389.32
Invest in this strategy
OOS Start Date
May 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, daily rebalance, leveraged etfs, mean reversion, relative strength, volatility hedge, risk-on/off
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UGE
ProShares Ultra Consumer Staples
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 toBILandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 5.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.51%. 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.