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Symphonies
Longer Backtest Version of [โšก๏ธ๐ŸŒถ] ๐“•๐“ฒ๐“ป๐“ฎ๐“ฌ๐“ป๐“ช๐“ฌ๐“ด๐“ฎ๐“ป by ๐’ข๐‘œ๐’ท๐’พ
Todayโ€™s Change
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A symphony is an automated trading strategy โ€” Learn more about symphonies here

About

Extremely aggressive โ€œRSI popโ€ trader. Buys dips in 3ร— tech/semis (TQQQ/TECL/SOXL), flips to shorts/bonds/defensives when trends weaken, and sometimes trades volatility (UVXY/SVXY). Heavy tech tilt, daily rebalanced, very high risk.
NutHow it works
Daily bot that chases short โ€œpops.โ€ It checks the longโ€‘term trend (200โ€‘day average: above=bull, below=bear) and a shortโ€‘term โ€œhot/coldโ€ meter (RSI = recent up vs down days). When tech/semis look oversold, it buys 3ร— bulls (TQQQ, TECL, SOXL). When things look too hot, it may buy volatility (UVXY). If trend/RSI turn weak, it flips to shorts (SQQQ/TECS), bonds (TMF/TLT/AGG), or defensives (XLP/XLU). Has protection for shortโ€‘vol (SVXYโ†’BTAL).
CheckmarkValue prop
Aggressive strategy with superior out-of-sample risk-adjusted results vs the S&P 500: OOS return ~73.6% vs 16.4%, Sharpe ~1.05 vs 0.94, Calmar ~1.28. Note: higher drawdowns (~57.6% vs 18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.130.830.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
288.13%13.5%-0.15%0.4%0.8
Longer Backtest Version of [โšก๏ธ๐ŸŒถ] ๐“•๐“ฒ๐“ป๐“ฎ๐“ฌ๐“ป๐“ช๐“ฌ๐“ด๐“ฎ๐“ป by ๐’ข๐‘œ๐’ท๐’พ
200,482,166,374.52%639.33%6.05%-8.65%3.14
Initial Investment
$10,000.00
Final Value
$20,048,216,647,451.56
Regulatory Fees
$5,619,289,819.07
Total Slippage
$7,642,771,048.45
Invest in this strategy
OOS Start Date
Jul 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged tech etfs (tqqq/tecl/soxl), meanโ€‘reversion pops, 200โ€‘day trend filter, bondโ€‘vsโ€‘stock rsi, volatility trades (uvxy/svxy), daily rebalance
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 doesnโ€™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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 73.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 57.59%. 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.