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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

A one‑ETF‑at‑a‑time switcher: stay in S&P 500 (VOO) by default, move to long Treasuries (TLT) when growth stocks get very volatile, and flip to a volatility spike fund (UVXY) when growth looks overheated. High risk when UVXY is used.
NutHow it works
It checks VOOG (a growth-stock version of the S&P 500) just to “take the market’s temperature.” - If the last 10 days were very bumpy (high volatility), buy TLT (long‑term US Treasuries). - Else if VOOG looks overheated (RSI>79 = very fast recent gains), buy UVXY (a volatility‑spike fund). - Else buy VOO (the S&P 500). Holds one at a time.
CheckmarkValue prop
Out-of-sample edge: ~27.3% annualized return vs ~23.1% for the S&P, higher Sharpe (~1.55 vs ~1.44), lower beta (~0.91), and similar drawdown (~18.7%). A disciplined, regime-aware switcher designed to outperform.

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Invest in this strategy
OOS Start Date
May 10, 2023
Trading Setting
Threshold 99%
Type
Stocks
Category
Tactical allocation, market timing, us equities, treasuries, volatility (vix), momentum/overbought, single-asset switch
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 25.56%. 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.