Skip to Content
OG v2.1 Double Pop Bots l BrianE l Oct 28th 2011 | okhi2u less BIL mod
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A high-risk, short-horizon strategy that uses 3x leveraged ETFs and UVXY to chase big moves, guided by RSI momentum signals and with a cash-like buffer (BIL) for risk control. It puntis into UVXY on extreme momentum, or into a trio of leveraged ETFs on oversold rebounds, and may park in cash/bonds when conditions favor risk-off.
NutHow it works
- The system hunts for short-term, big-move setups. It watches a small group of leveraged ETFs (TQQQ, SPXL, SOXL) and a volatility ETF (UVXY). When momentum readings get extreme (RSI over 80) on one of the leveraged bets, it jumps into UVXY to profit from rising volatility. If that primary signal isn’t present, it also checks for extreme oversold momentum (RSI under 30) and, if found, may shift into the trio of 3x ETFs to catch a bounce. There’s an additional layer that tests bond-related signals and, if those look more favorable, may park money in a short-term bond proxy (BIL) instead of stocks. - The allocation is often all-in on a single asset for a signal, rather than spreading across several assets at once (cash-equal blocks exist, but the active signals tend to allocate to one instrument at a time). - The plan uses BIL as a protective buffer when placing UVXY or 3x levered bets, reducing potential drawdown at the cost of some upside during strong rallies. - Rebalancing is not routine; decisions are signal-driven and episodic. If a signal fires, you adjust to that new position; otherwise you stay in cash or your current stance until the next signal arrives. - The intended audience is a risk-tolerant trader comfortable with rapid, large swings and the potential for substantial short-term losses, given the use of 3x leverage and volatility exposure.
CheckmarkValue prop
Out-of-sample edge: ~73.6% annualized return vs 21.1% for the S&P, Sharpe ~1.56 vs 1.32, Calmar ~2.32. Tactical UVXY/3x bets with a BIL buffer deliver bigger upside with risk control, but expect larger drawdowns (~31.7% vs 18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.671.30.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
667.41%15.19%-2.02%-1.16%0.93
5,698,328.93%113.78%-7.33%1.07%1.84
Initial Investment
$10,000.00
Final Value
$569,842,892.80
Regulatory Fees
$1,090,313.72
Total Slippage
$7,815,917.98
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Leveraged etfs, momentum, volatility, tactical allocation, high risk
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 67.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.66%. 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.