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Symphonies
Mean Reversion Comparison to Python Code
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own TQQQ most of the time. If the market is in an uptrend and TQQQ looks overheated, switch briefly to UVXY to catch a volatility pop. If the market is in a downtrend and TQQQ is overheated, step down to SPY. Trades only when signals flip.
NutHow it works
1) Check if the S&P 500 (SPY) is above its 200‑day average. That’s the long‑term “uptrend” test. 2) Look at a short‑term “heat” score for TQQQ (10‑day RSI). If it’s very hot (above 79), assume a pullback is likely. Uptrend: if hot, hold UVXY; else hold TQQQ. Downtrend: if hot, hold SPY; else hold TQQQ.
CheckmarkValue prop
Out-of-sample: ~92% annualized return vs SPY ~24%, Calmar ~1.58. Ride uptrends with TQQQ and use short-term volatility moves to protect when overheated—higher upside with disciplined risk vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.313.160.680.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Mean Reversion Comparison to Python Code
568,180.57%82.42%1%-9.32%1.25
Initial Investment
$10,000.00
Final Value
$56,828,056.87
Regulatory Fees
$21,614.76
Total Slippage
$152,200.82
Invest in this strategy
OOS Start Date
Oct 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, trend following, mean reversion, volatility, tactical allocation
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
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.

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 81.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 58.04%. 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.