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Symphonies
Not All Sunshine and Rainbows
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily one‑switch model: if QQQ’s short‑term momentum looks overheated, move into UVXY (a fast‑moving volatility fund); otherwise sit in BIL (T‑bills). It aims to profit from sudden spikes in market fear while staying defensive the rest of the time.
NutHow it works
Each day it checks a 10‑day RSI on QQQ (the big tech‑heavy Nasdaq‑100 ETF). RSI is a 0–100 momentum gauge; very high means QQQ has been rising fast. If RSI > 79 (very hot), it buys UVXY—a leveraged fund tied to VIX futures that can jump when markets wobble but often decays in calm times. Otherwise it holds BIL (short‑term T‑bills).
CheckmarkValue prop
Out-of-sample edge: Sharpe 2.26, Calmar 4.21, max drawdown 1.35% vs S&P ~18.8%, with 5.69% annualized return. Near-zero beta provides diversification and downside protection while still capturing upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.26-0.150.01-0.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
Not All Sunshine and Rainbows
2,016.9%23.58%0.27%0.86%1.01
Initial Investment
$10,000.00
Final Value
$211,690.49
Regulatory Fees
$183.14
Total Slippage
$1,251.31
Invest in this strategy
OOS Start Date
Dec 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility timing, contrarian, rsi-based signal, qqq signal, daily rebalanced, cash/t-bills, tail-risk, tactical
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"Not All Sunshine and Rainbows" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Not All Sunshine and Rainbows" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Not All Sunshine and Rainbows" has returned 5.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Not All Sunshine and Rainbows" is 1.35%. 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 "Not All Sunshine and Rainbows", 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.