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

About

A tactical, mean‑reversion system: uses a 200‑day trend on SPY, buys 3× tech (TECL) on short‑term QQQ dips, buys a volatility fund (UVXY) on overbought spikes, and otherwise parks in T‑bills (SHV).
NutHow it works
It first checks SPY (S&P 500 fund) vs its 200‑day average to label trend up or down. Signals use QQQ (cleaner); trades TECL to amplify. RSI = a 0–100 short‑term “heat meter”: low=sold‑off, high=overheated. Uptrend: if QQQ is sold‑off (RSI<42), buy TECL. If QQQ or SPY are overheated (RSI>80), buy UVXY (volatility fund that rises when stocks drop). Otherwise hold SHV (T‑bills). Downtrend: only buy TECL on deeper dips (RSI<31); else SHV.
CheckmarkValue prop
Out-of-sample return ~9.4% annually with Sharpe ~0.41 and Calmar ~0.23. A regime-aware mix of leveraged tech rebounds, VIX hedges, and cash seeks diversified risk and upside compared with plain S&P exposure.

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OOS Start Date
Apr 11, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical timing, mean reversion, trend filter, technology (leveraged), volatility (vix futures), cash/t-bills
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 ETF
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 21.37%. 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.