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Symphonies
OG v1.0 3x SPY for the long run - from TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 | 167.3%/34.4% DD from 28 Oct 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive 3x S&P 500 strategy that rides uptrends with SPXL, hedges or goes defensive when markets get overheated, volatile, or trend down. It switches among SPXL, SPXU, TLT, and UVXY based on trend, “hot/cold” gauges, and recent drops.
NutHow it works
First, check the market’s long-term trend (SPY vs its 200-day average). - If uptrend: default to 3x S&P (SPXL), but if things look too “hot,” park in volatility (UVXY). If a sharp weekly drop happens, use short-term signals to either short (SPXU), stay long (SPXL), or hide in bonds (TLT) when volatility jumps. - If downtrend: default to defense (SPXU or TLT), own UVXY during fear spikes, and only buy bounces (SPXL) when very oversold. Hold one ETF at a time; switch only when signals change.
CheckmarkValue prop
Out-of-sample, this strategy aggressively compounds with 3x SPXL and tactical hedges (SPXU/UVXY/TLT). Targets ~53% annualized vs SPY ~21%, Calmar ~1.19, but larger drawdowns (~45% vs ~19%), suitable for risk-tolerant investors seeking outsized upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.870.810.060.25
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
617.31%14.99%1.36%5.73%0.91
OG v1.0 3x SPY for the long run - from TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 | 167.3%/34.4% DD from 28 Oct 2011
17,197,032.68%135.09%2.75%17.79%1.81
Initial Investment
$10,000.00
Final Value
$1,719,713,267.73
Regulatory Fees
$2,088,132.49
Total Slippage
$15,010,617.70
Invest in this strategy
OOS Start Date
Nov 14, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Leveraged etfs, tactical allocation, trend following, momentum, mean reversion, volatility hedging, us equities, treasuries
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 toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 53.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.82%. 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.