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Symphonies
OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, one-position strategy: jump to UVXY when Nasdaq or S&P 500 look overheated; otherwise buy the dip in 3x Nasdaq, semis, or S&P when they look washed out; if no signal, sit in T‑bills. Seeks sharp rebounds; very high risk.
NutHow it works
Each day it holds exactly one fund. RSI(10) is a 0–100 “heat” gauge of recent price moves (>80 very hot, <30 very cold). If RSI on TQQQ or SPXL > 80 → buy UVXY (a volatility fund). Else if RSI < 30 → buy, in order: TQQQ (3x Nasdaq 100), then SOXL (3x semis), then SPXL (3x S&P 500). If no signal → hold BIL (T‑bills).
CheckmarkValue prop
Out-of-sample, this strategy delivers about 31.5% annualized returns vs 21.3% for the S&P, with solid risk-adjusted performance (Calmar ~1.39). It accepts higher drawdowns for bigger upside driven by volatility and RSI signals.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.410.60.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL mod
56,777.9%55.44%6.39%7.03%1.37
Initial Investment
$10,000.00
Final Value
$5,687,790.19
Regulatory Fees
$8,789.72
Total Slippage
$56,659.63
Invest in this strategy
OOS Start Date
Nov 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical mean-reversion, rsi-based, leveraged equity etfs, volatility (uvxy), daily rebalanced, single-position
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.67%. 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.