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Symphonies
Pizza - TQQQ For The Long Term (Reddit Post Link), replace TQQQ/UPRO w/ XXXX
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based swing system using trend and “hot/cold” readings. It mainly rides the S&P 500 with a 4x note, buys tech dips with 3x funds, may short tech or hold long Treasuries in weak markets, and briefly uses UVXY when markets look overheated.
NutHow it works
RSI=0–100 “hot/cold” gauge; high=overheated, low=washed‑out. A moving average is price averaged over X days (trend). Uptrend (SPY>200‑day): hold SPYU (4x S&P), unless TQQQ or SPXL RSI >~80 → UVXY (volatility). Downtrend: if TQQQ RSI <31 → TECL (3x tech). Else if SPY RSI <30 → SPYU. Else if TQQQ <20‑day → stronger of SQQQ (3x short tech) or TLT. Else if SQQQ RSI <31 → SQQQ; else SPYU. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~66% annualized return vs SPY’s ~20%, with Calmar ~1.35 and Sharpe ~1.10. Higher upside but larger drawdowns; rules-based trend/momentum hedges help manage risk.

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Invest in this strategy
OOS Start Date
May 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend-following, mean reversion, volatility hedge, us equities, technology, treasuries, daily rebalanced
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSPYU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 66.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.10%. 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, crypto, and options.