Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
Mom & Mean Rev (AI) (37,28,2010)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based strategy that rotates among 3x Nasdaq, 3x S&P 500, and 3x long Treasuries using trend and “oversold” signals; when weak, it shifts to consumer‑staples or bond funds. Very high risk due to leverage and frequent trading.
NutHow it works
The portfolio has 3 sleeves: TQQQ (3x Nasdaq‑100—big tech), SPXL (3x S&P 500—broad US stocks), and TMF (3x long US Treasuries). Each day, per sleeve: if the medium/long‑term trend is up and recent 1‑month average daily gains are strong, hold the 3x ETF. Else, buy it only if it’s very oversold (RSI<30 = many recent down days). If neither, park in defense: XLP (consumer staples) or VBF (bond fund), whichever is more oversold. Rebalances daily.
CheckmarkValue prop
Rule-based, 3x levered tactical with trend/mean-reversion signals and a defensive shift. OOS: ~6.1% annual return, ~11.4% max drawdown (Calmar ~0.53) vs SPY ~32% return, ~5% drawdown. A dynamic diversifier for risk-tolerant portfolios.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.780.330.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
643.77%14.08%-1.33%-0.23%0.86
Mom & Mean Rev (AI) (37,28,2010)
9,628.77%35.05%-0.52%-9.46%1.43
Initial Investment
$10,000.00
Final Value
$972,877.41
Regulatory Fees
$5,929.80
Total Slippage
$33,671.76
Invest in this strategy
OOS Start Date
Jun 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following,mean reversion,leveraged etfs,tactical allocation,rsi,moving averages,momentum,daily rebalance,us equities,long treasuries,defensive rotation,risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"Mom & Mean Rev (AI) (37,28,2010)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Mom & Mean Rev (AI) (37,28,2010)" is currently allocated toTMFandVBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Mom & Mean Rev (AI) (37,28,2010)" has returned -8.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Mom & Mean Rev (AI) (37,28,2010)" is 17.49%. 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 "Mom & Mean Rev (AI) (37,28,2010)", 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.