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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

All‑in tactical strategy: in uptrends, buy 3× tech after short‑term selloffs, buy volatility when markets are overheated, otherwise sit in T‑bills. In downtrends, only buy 3× tech at extreme dips; else stay defensive.
NutHow it works
SPY=S&P 500; QQQ=Nasdaq‑100 (tech‑heavy); TECL=3× tech bull; UVXY=volatility; SHV=short‑term Treasuries. RSI(10) is a 0–100 gauge of recent up vs down days: low=oversold, high=overbought. If SPY is above its 200‑day avg (uptrend): buy TECL when QQQ RSI<42; buy UVXY when QQQ or SPY RSI>80; else hold SHV. If SPY is below its 200‑day avg: only buy TECL when QQQ RSI<31; else hold SHV. All‑in to one choice; switch when signals change.
CheckmarkValue prop
Regime-aware overlay on SPY: chase tech upside with TECL, hedge spikes with UVXY, and park in SHV. While out-of-sample returns lag SPY and drawdowns are larger, it adds diversification and a tactical risk-management sleeve to a core equity portfolio.
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
681.5%15.36%0.54%-0.34%0.94
Mean Reversion Discovery | Short Backtest
264,254.92%72.94%21.77%26.42%1.59
Initial Investment
$10,000.00
Final Value
$26,435,492.34
Regulatory Fees
$60,143.54
Total Slippage
$420,962.69
Invest in this strategy
OOS Start Date
Apr 11, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Mean reversion, trend filter, leveraged etfs, volatility trading, tactical allocation, 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 17.32%. 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.