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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

Mostly holds the S&P 500 (VOO). In extreme volatility it switches to long‑term Treasuries (TLT). If growth stocks look unusually “hot,” it briefly bets on a pullback via UVXY. Signals come from VOOG’s last 10 days.
NutHow it works
It watches VOOG (a fund of big U.S. growth stocks) as a market thermometer. • If VOOG’s last 10 days were extremely choppy (very large day‑to‑day swings), it moves to TLT (long‑term U.S. Treasuries) for safety. • Otherwise, if VOOG’s 10‑day RSI—a “heat” gauge of how quickly it’s been rising—reads very hot, it buys UVXY (a fund that jumps when stocks plunge). • Otherwise, it holds VOO (the S&P 500).
CheckmarkValue prop
Out-of-sample annualized return ~27.3% vs the S&P, Sharpe ~1.55, Calmar ~1.46, beta ~0.91, max drawdown ~18.7%. A regime-switching, mostly long strategy that hedges shocks with TLT/UVXY for favorable risk-adjusted upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.590.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
Overfit PoS (lol mod) l 26 July 2022
13,392.31%40.52%-1.77%0.21%1.4
Initial Investment
$10,000.00
Final Value
$1,349,230.95
Regulatory Fees
$880.16
Total Slippage
$6,188.91
Invest in this strategy
OOS Start Date
May 10, 2023
Trading Setting
Threshold 99%
Type
Stocks
Category
Tactical etf rotation, regime switching, volatility filter, momentum (rsi), crash hedge
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOO
Vanguard S&P 500 ETF
Stocks
VOOG
Vanguard S&P 500 Growth 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.

"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 24.27%. 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, and options.