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Symphonies
Mean Reversion Discovery | Short Backtest
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based switch: ride tech rebounds (TECL) after short-term dips, buy volatility (UVXY) after extreme spikes, or sit in T‑bills (SHV), all gated by the market’s 200‑day trend. Exposures: tech, equity volatility, and cash-like Treasuries.
NutHow it works
First, check if the S&P 500 (SPY) is above its 200‑day average (uptrend). If yes: when the Nasdaq‑100 (QQQ) looks washed out (10‑day RSI <42), buy TECL (triple‑long tech). If markets look overheated (QQQ or SPY RSI >80), buy UVXY (volatility). Otherwise park in SHV (T‑bills). If SPY is below its 200‑day (downtrend), only buy TECL on very deep dips (QQQ RSI <31); else hold SHV. RSI = 0–100 heat gauge; low=oversold, high=overbought.
CheckmarkValue prop
Regime-driven rotation across tech, volatility, and cash diversifies SPY and targets tech rebounds plus volatility spikes. In OOS, returns are ~9.36% vs ~19.36% SPY, with ~41% drawdown vs ~19%—but adds diversification and tactical exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.510.680.090.29
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
690.81%15.5%1.75%5.97%0.94
Mean Reversion Discovery | Short Backtest
254,609.36%72.73%15.7%32.27%1.59
Initial Investment
$10,000.00
Final Value
$25,470,935.57
Regulatory Fees
$58,683.71
Total Slippage
$410,584.08
Invest in this strategy
OOS Start Date
Apr 11, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend filter, mean reversion, volatility spike bet, leveraged etfs, tactical rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.39%. 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.