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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, contrarian switch: buy UVXY when markets look overheated; buy 3x bull ETFs (TQQQ/SOXL/SPXL) when deeply oversold; otherwise sit in T‑bills. Aims to catch quick reversals; very high risk.
NutHow it works
Every day it checks a 0–100 “heat” score (RSI) over ~2 weeks for fast-moving stock funds. >80 = very hot; <30 = very cold. • If TQQQ or SPXL look very hot, it buys UVXY (a volatility fund that jumps when stocks drop). • If TQQQ, SOXL, or SPXL look very cold, it buys that 3x bull fund. • Else it holds BIL (T‑bills). Only one holding at a time.
CheckmarkValue prop
Out-of-sample, this strategy targets higher risk-adjusted growth: ~31.5% annualized vs S&P ~21.3%, Sharpe ~1.11, Calmar ~1.39, beta ~0.85. Drawdowns can exceed ~22.7%, but upside is strong with positive alpha and lower market sensitivity.
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
669.43%15.2%-1.77%0.2%0.93
OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL mod
58,533.54%55.6%3.24%10.19%1.37
Initial Investment
$10,000.00
Final Value
$5,863,353.90
Regulatory Fees
$9,124.17
Total Slippage
$58,970.99
Invest in this strategy
OOS Start Date
Nov 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, contrarian, mean reversion, leveraged etfs, volatility, rsi-based, daily rebalancing, 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 ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
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 33.82%. 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.