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

About

A single‑position switch among TQQQ (3× tech), UVXY (volatility), and SPY based on market trend and a “too hot” reading on TQQQ. In uptrends: TQQQ unless overheated → UVXY. In downtrends: TQQQ unless overheated → SPY. Very high risk due to leverage/UVXY.
NutHow it works
1) Check trend: Is SPY (broad US market) above its 200‑day average? 2) Check if TQQQ shows very hot short‑term momentum (10‑day RSI > 79). If trend is up: hold TQQQ (3× Nasdaq‑100) unless overheated—then flip to UVXY (volatility fund that spikes in selloffs but decays). If trend is not up: hold TQQQ unless overheated—then move to SPY. 100% in one ETF.
CheckmarkValue prop
Out-of-sample edge: ~96% annualized return vs ~24% (S&P), and solid risk-adjusted: Calmar 1.66, Sharpe 1.39. A single ETF switch strategy targets tech upside with adaptive risk, but carries higher drawdown risk than the S&P.

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Invest in this strategy
OOS Start Date
Oct 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, volatility timing, mean reversion, momentum, regime filter
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.

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 96.19%. 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, crypto, and options.