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Symphonies
Market Investor (53/30 since 2011)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it checks short‑term “heat” (RSI). Buy leveraged SPXL or TQQQ after oversold dips; switch to UVXY when QQQ is extremely hot; otherwise hold a 50/50 mix of SPY (S&P 500) and QQQ (Nasdaq‑100). High risk due to leverage/volatility.
NutHow it works
It watches a 0–100 “heat” score (RSI) based on recent price moves. - If SPY (S&P 500) looks washed out (score < 30), buy SPXL (a 3x S&P 500 fund). - Else if QQQ (Nasdaq‑100) is washed out (< 30), buy TQQQ (a 3x Nasdaq‑100 fund). - Else if QQQ is very hot (> 82), buy UVXY (a volatility fund that jumps when markets fall). - Otherwise hold 50/50 SPY and QQQ. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~23% annualized return vs ~17.6% for the S&P, with Calmar ~0.76. Bigger upside with tactical rotations, but higher drawdowns (~30% vs ~19%). A higher-potential, rule-based approach.

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Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Us equities, tactical rotation, rsi-based, leveraged etfs, volatility hedge, daily rebalancing
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Market Investor (53/30 since 2011)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Market Investor (53/30 since 2011)" is currently allocated toQQQandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Market Investor (53/30 since 2011)" has returned 31.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Market Investor (53/30 since 2011)" is 30.14%. 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 "Market Investor (53/30 since 2011)", 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.