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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

A daily, RSI‑driven switch: buy leveraged QQQ or S&P 500 after sharp drops; hedge with T‑Bills + a volatility fund after sharp run‑ups; otherwise own whichever looks more beaten‑down—consumer‑staples stocks or investment‑grade bonds. High risk.
NutHow it works
10‑day RSI (0–100 “speedometer”: low=drop, high=run‑up). If QQQ (Nasdaq‑100) ≤30: 50% QQQ + 50% TQQQ (3×). Else if QQQ ≥80: 50% BIL (T‑Bills) + 50% UVXY (VIX). Else if SPY (S&P 500) ≤30: 50% SPY + 50% UPRO (3×). Else if SPY ≥80: 50% BIL + 50% UVXY. Else hold the lower‑RSI of XLP (consumer staples) or VBF (IG bonds). Rebalanced daily; leveraged/volatility funds add risk.
CheckmarkValue prop
Low-beta, diversified RSI strategy with hedges. Out-of-sample annualized return ~7.6%, Sharpe ~0.77, Calmar ~1.23. Provides ballast and diversification for SPY-heavy portfolios, delivering steadier risk-adjusted returns even when the S&P 500 surges.
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
669.43%15.2%-1.77%0.2%0.93
OB OS Staple Bonds Variable Leverage 5/2/25
25,358.72%46.85%-0.55%5.37%1.81
Initial Investment
$10,000.00
Final Value
$2,545,871.67
Regulatory Fees
$14,551.75
Total Slippage
$90,401.19
Invest in this strategy
OOS Start Date
May 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Rsi tactical allocation, mean‑reversion, leveraged etfs, volatility hedge, us large‑cap equities, consumer staples, investment‑grade bonds
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 toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 11.43%. 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.