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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

Trades only at extremes: jump to UVXY when markets look overheated; buy 3x equity funds (TQQQ/SOXL/SPXL) when they look washed out; otherwise sit in T‑bills. Single-position, high-volatility, high-drawdown approach.
NutHow it works
Each day it reads a 0–100 “heat score” (RSI over the last 10 days). If the score for TQQQ (3x Nasdaq) or SPXL (3x S&P 500) is very hot (>80), it flips into UVXY, a fund that usually jumps when stocks drop. If the score is very cold (<30), it buys the dip in this order: TQQQ, then SOXL (3x semis), then SPXL. If nothing is extreme, it holds BIL (T‑bills). Only one fund is held at a time; it can switch daily.
CheckmarkValue prop
Out-of-sample edge: 32.95% annualized return vs 21.61% for the S&P, Calmar ~1.45 and Sharpe ~1.13. A disciplined, single-position contrarian strategy using extreme RSI signals and 3x leveraged plays offers higher growth with risk controls.
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
682.7%15.66%1.36%5.73%0.95
OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL mod
53,041.93%55.85%2.48%4.73%1.37
Initial Investment
$10,000.00
Final Value
$5,314,193.01
Regulatory Fees
$8,464.63
Total Slippage
$54,456.48
Invest in this strategy
OOS Start Date
Nov 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Daily timing, rsi/mean-reversion, leveraged etfs, volatility hedge, single-position, tactical
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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, crypto, and options.