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Symphonies
Portfolio: UPRO FTLT (No K-1)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based sleeve that shifts among leveraged U.S. stocks, tech, Treasuries, and cash using trend and overbought/oversold readings. It tries to ride strength, buy sharp dips, or step aside into bonds/cash. Expect high volatility due to 3x ETFs.
NutHow it works
Each day it rotates among: UPRO=3x S&P 500 stocks, TECL=3x tech stocks, TMF=3x long U.S. Treasuries, TLT=long U.S. Treasuries, BIL=T‑Bills (cash‑like). If the S&P 500 trend is up, it holds stocks, bonds, or cash based on how “hot” prices look. If the trend is down, it may buy 3x tech on deep dips; otherwise it splits between stocks, Treasuries, and cash using short‑term trend and a simple risk‑on/off check.
CheckmarkValue prop
Out-of-sample: ~47.8% annualized return vs SPY ~21.7%, Calmar ~1.33. A daily, rules-based rotation among leveraged stocks/tech and Treasuries aims to ride big uptrends and dips. Expect higher volatility and drawdowns (~35.9%), but greater upside.

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Invest in this strategy
OOS Start Date
Jul 10, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, trend following, mean reversion, risk-on/off, us equities, us treasuries, daily rebalance
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.

"Portfolio: UPRO FTLT (No K-1)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Portfolio: UPRO FTLT (No K-1)" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Portfolio: UPRO FTLT (No K-1)" has returned 47.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Portfolio: UPRO FTLT (No K-1)" is 35.86%. 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 "Portfolio: UPRO FTLT (No K-1)", 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.