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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

A very aggressive strategy that mostly holds leveraged tech (TQQQ), but if tech looks extremely overheated it switches to either a fear trade (UVXY) or the broader market (SPY).
NutHow it works
This strategy is usually an aggressive bet on big tech through TQQQ, a fund that aims to move about 3x the Nasdaq-100 each day. It first checks whether the overall U.S. stock market (SPY) is above its 200-day average, a common way to judge if the market trend is healthy. Then it checks whether TQQQ has risen too far too fast using RSI, a speedometer-like measure of recent price moves. If TQQQ looks extremely overheated, the strategy switches: in a strong market it buys UVXY, a very risky fund that tends to jump when fear spikes; in a weak market it steps down to SPY, the broad S&P 500.
CheckmarkValue prop
Out-of-sample, this strategy targets ~70% annualized return vs SPY’s ~22%, with Calmar ~1.21 and Sharpe ~1.17. It offers compelling upside from tech exposure but carries higher risk: ~58% max drawdown versus SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.283.180.680.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
793.64%15.7%-0.05%3.57%0.96
Mean Reversion Comparison to Python Code
656,735.42%79.57%-7.81%1.93%1.23
Initial Investment
$10,000.00
Final Value
$65,683,541.76
Regulatory Fees
$34,033.07
Total Slippage
$321,940.23
Invest in this strategy
OOS Start Date
Oct 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Mean reversion, tactical asset allocation, leveraged etfs, volatility trading, us equities, tech-heavy
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 71.27%. 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.
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