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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

Rides long S&P 500 uptrends with a 3x fund, but flips to volatility, short S&P 500, or Treasuries when markets look overheated or weak. Uses trend, overbought/oversold, and volatility cues to switch between offense and defense.
NutHow it works
SPY=S&P 500; SPXL=3x bull S&P 500; SPXU=3x short S&P 500; UVXY=2x volatility; TLT=long Treasuries. 1) If SPY > 200‑day avg (uptrend): mostly hold SPXL; switch to UVXY when markets look “too hot” (very high RSI), to SPXU after sharp bounces, or to TLT when volatility jumps. 2) If SPY <= 200‑day avg: favor SPXU/UVXY/TLT; buy SPXL only on extreme oversold. RSI=heat meter of recent moves; std dev=volatility; cum return=recent % change.
CheckmarkValue prop
Out-of-sample: ~49.5% annualized return vs SPY ~21%; Calmar ~1.10, Sharpe ~1.13. Higher beta means strong upside in uptrends with hedges (UVXY/SPXU/TLT). Drawdown can be large (~44.8% vs SPY ~18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.840.850.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
675.21%15.01%-2.01%12.22%0.92
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
18,950,094.2%129.31%-4.53%28.58%1.77
Initial Investment
$10,000.00
Final Value
$1,895,019,419.57
Regulatory Fees
$2,376,109.31
Total Slippage
$22,980,754.94
Invest in this strategy
OOS Start Date
Nov 14, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Leveraged s&p 500, tactical trend/momentum, risk-on/risk-off, volatility hedge, market timing
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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 toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 49.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.81%. 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.