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

About

A daily, rules‑based switch that rotates among 3× S&P (UPRO), 3× Tech (TECL), long Treasuries (TLT/TMF), or T‑Bills (BIL) using stock trend, overbought/oversold signals, and a bonds‑vs‑high‑beta check. Very aggressive; uses leveraged ETFs.
NutHow it works
Each day it picks one or two ETFs using simple “thermometers.” It reads the S&P 500 (SPY) and Nasdaq‑100 (QQQ). - Uptrend: hold a 3× S&P fund (UPRO) unless stocks look overheated (then T‑Bills, BIL) or very hot (then 3× long Treasuries, TMF). - Downtrend: buy 3× Tech (TECL) only on deep dips; otherwise toggle among UPRO, long Treasuries (TLT), or BIL using short‑term trend and a bonds‑vs‑high‑beta check (IEI/BSV vs SPHB). Uses ETFs only (no K‑1).
CheckmarkValue prop
Out-of-sample, this strategy delivers a compelling mix: 45.9% annualized return vs 21.3% for the S&P, with downside protections via cash/bonds during heat, and disciplined drawdown management—offering higher growth with active risk controls.

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Invest in this strategy
OOS Start Date
Jul 10, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum, trend-following, mean reversion, leveraged etfs, risk-on/risk-off, equities, treasuries, cash
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"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 45.92%. 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, and options.