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

About

Aggressive daily rotation using RSI and trend filters to switch among leveraged S&P/Tech, volatility (UVXY), Treasuries, or inverse QQQ. Goal: ride uptrends, hedge when “too hot,” and get defensive in downtrends. Very high risk.
NutHow it works
Rebalances daily. 1) Regime: SPY above its 200‑day average = “healthy,” else “unhealthy.” 2) Healthy: if very “hot” (10‑day RSI on TQQQ>79 or SPXL>80; RSI=0–100 gauge of recent moves), hold UVXY (volatility). Otherwise hold SPYU (4× S&P 500). 3) Unhealthy: if very “cold,” buy TECL (3× Tech) or SPYU. Else: if TQQQ < 20‑day average, buy the stronger of SQQQ (‑3× Nasdaq‑100) or TLT; else SQQQ or SPYU via RSI.
CheckmarkValue prop
Out-of-sample, this strategy captures big upside with daily trend rotations and hedges. It delivers about 49% annualized return vs 20% for the S&P 500, with solid risk-adjusted metrics (Calmar ~1); note higher drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.12.810.560.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
69.16%23.16%1.36%13.5%1.4
Pizza - TQQQ For The Long Term (Reddit Post Link), replace TQQQ/UPRO w/ XXXX
297.59%72.79%1.03%30.86%1.21
Initial Investment
$10,000.00
Final Value
$39,758.95
Regulatory Fees
$34.28
Total Slippage
$226.14
Invest in this strategy
OOS Start Date
May 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, rsi momentum, trend filter, volatility hedge, tech-heavy, daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYU
MAX S&P 500 4x Leveraged ETN
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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 toSPYU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 48.99%. 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, and options.