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Symphonies
Max ReturnTest Improved
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, rules‑based trader: chase uptrends with 3x S&P/Nasdaq funds (UPRO, TQQQ), hedge fast with inverse/volatility (SQQQ, UVXY), or sit in cash‑like Treasuries; a bond sleeve (TMF) tries to ride Treasury uptrends.
NutHow it works
Splits money into 4 rule‑based sleeves. If the S&P 500 is in an uptrend, it rides 3x equity funds like UPRO (S&P 500) and TQQQ (Nasdaq). When moves look extreme, it flips to hedges: SQQQ/SPXU (inverse = move opposite) or UVXY/VIXY (volatility). In downtrends it parks in cash‑like Treasuries (SHV/BIL/BSV/SHY) or buys TMF (3x long Treasuries) when bonds look strong. Triggers use a “hot/cold” gauge (RSI) and moving averages.
CheckmarkValue prop
Out-of-sample: ~49.7% annualized return, Sharpe ~1.14, Calmar ~1.39—well above the S&P 500. Higher upside with disciplined risk controls; be prepared for bigger drawdowns in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.710.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
617.31%14.99%1.36%5.73%0.91
Max ReturnTest Improved
6,260,577.81%118.83%4.05%20.89%2.3
Initial Investment
$10,000.00
Final Value
$626,067,781.14
Regulatory Fees
$977,965.43
Total Slippage
$6,997,978.95
Invest in this strategy
OOS Start Date
Jul 3, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs,momentum,trend following,market timing,inverse & volatility hedges,tactical allocation,us equities,us treasuries
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Max ReturnTest Improved" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Max ReturnTest Improved" is currently allocated toUPRO, NVDA, TQQQ, SHV, AAPL, AMZN, TSLA, AMD, TSMandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Max ReturnTest Improved" has returned 49.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Max ReturnTest Improved" is 35.77%. 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 "Max ReturnTest Improved", 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, crypto, and options.