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Symphonies
OB OS Staple Bonds Variable Leverage 5/2/25
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys dips with leverage in QQQ or SPY when oversold; hedges with T-Bills and a volatility spike fund when overheated; otherwise holds Consumer Staples or bonds that look beaten-up. Checks and rebalances daily.
NutHow it works
RSI is a 0–100 “speedometer” of recent price moves: low=washed-out, high=hot. Each day: 1) If tech-heavy QQQ is washed out (RSI<=30), hold 50% QQQ + 50% 3x-QQQ (TQQQ) ≈ 2x tech. 2) Else if QQQ is hot (RSI>=80), split T-Bills (BIL) + a crash-hedge that spikes when markets fall (UVXY). 3) Else if the S&P 500 (SPY) is washed out, hold 50% SPY + 50% 3x-SPY (UPRO). 4) Else if SPY is hot, hold BIL + UVXY. 5) Otherwise, own the weaker of Consumer Staples (XLP) or a bond fund (VBF). Rebalances daily.
CheckmarkValue prop
RSI‑driven, rule‑based strategy that times dips (QQQ/UPRO) and hedges crashes with BIL/UVXY, plus defensive bets. Out‑of‑sample Calmar ~1.23 with controlled drawdowns, offering meaningful downside protection and steadier risk‑adjusted growth vs. the S&P 500 in volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.580.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
690.81%15.5%1.75%5.97%0.94
OB OS Staple Bonds Variable Leverage 5/2/25
25,448.61%47.15%5.03%9.24%1.82
Initial Investment
$10,000.00
Final Value
$2,554,860.69
Regulatory Fees
$14,398.15
Total Slippage
$89,386.04
Invest in this strategy
OOS Start Date
May 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean-reversion, rsi, leveraged etfs, volatility hedge, us equities, bonds, daily rebalancing
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toVBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 12.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.16%. 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.