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Symphonies
Pop Bots 2.1.0 l Oct 28th 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily “pop” trader: buys 3× index ETFs on sharp dips; flips to UVXY when markets look overheated; otherwise parks in T‑bills. Runs three sleeves—S&P 500, Nasdaq‑100, semiconductors. High turnover and risk.
NutHow it works
This sleeve is split evenly into 3 parts: S&P 500, Nasdaq‑100, and Semiconductors. Each day it checks a 10‑day RSI (0–100: <30 = oversold, >80 = overheated). - If S&P/Nasdaq look overheated: switch that part to UVXY (benefits if stocks dip). - If oversold: buy the 3× ETF (SPXL/TQQQ/SOXL). - Otherwise: hold BIL (T‑bills). Very risky.
CheckmarkValue prop
Out-of-sample return ~23.3% vs S&P ~21.3%, beta ~0.85, 3-sleeve SPX/QQQ/SMH with UVXY hedges. More upside and diversification than the S&P, but with higher drawdowns and turnover.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.470.120.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Pop Bots 2.1.0 l Oct 28th 2011
6,056.7%33.18%2.31%2.92%1.34
Initial Investment
$10,000.00
Final Value
$615,669.84
Regulatory Fees
$891.28
Total Slippage
$5,232.54
Invest in this strategy
OOS Start Date
Nov 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily rebalance, rsi, leveraged etfs, volatility hedge, s&p 500, nasdaq-100, semiconductors, t-bills
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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.

"Pop Bots 2.1.0 l Oct 28th 2011" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Pop Bots 2.1.0 l Oct 28th 2011" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Pop Bots 2.1.0 l Oct 28th 2011" has returned 23.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Pop Bots 2.1.0 l Oct 28th 2011" is 24.21%. 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 "Pop Bots 2.1.0 l Oct 28th 2011", 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.