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Symphonies
Overfit PoS (lol mod) l 26 July 2022
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses VOOG as a thermometer. If volatility spikes, move to TLT. If prices look overheated, buy UVXY to bet on a pullback/volatility pop. Otherwise hold VOO (broad S&P 500).
NutHow it works
It uses VOOG (growth stocks) as a 10‑day market thermometer. If VOOG’s day‑to‑day moves are unusually large (high volatility), it shifts to TLT (long‑term US Treasuries) for safety. Else, if VOOG’s “heat” score (RSI: a 0–100 speedometer of recent gains vs losses) is very high, it buys UVXY (a fund that jumps when fear rises). Otherwise it holds VOO (the S&P 500).
CheckmarkValue prop
Out-of-sample, the strategy targets 28.0% annualized return vs SPY's 23.5%, with lower beta (~0.91) and better risk metrics (Calmar ~1.50, Sharpe ~1.56). It hedges with TLT/UVXY on volatility to reduce drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.590.140.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
Overfit PoS (lol mod) l 26 July 2022
13,624.9%41.62%1.34%5.78%1.42
Initial Investment
$10,000.00
Final Value
$1,372,489.57
Regulatory Fees
$880.10
Total Slippage
$6,188.91
Invest in this strategy
OOS Start Date
May 10, 2023
Trading Setting
Threshold 99%
Type
Stocks
Category
Tactical allocation, regime-switching, volatility filter, rsi overbought, s&p 500, treasuries, vix etf, risk management
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.

"Overfit PoS (lol mod) l 26 July 2022" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Overfit PoS (lol mod) l 26 July 2022" is currently allocated toVOO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Overfit PoS (lol mod) l 26 July 2022" has returned 28.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Overfit PoS (lol mod) l 26 July 2022" is 18.69%. 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 "Overfit PoS (lol mod) l 26 July 2022", 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.