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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 tactical switch among 3× S&P (UPRO), 3× Tech (TECL), Treasuries (TLT/TMF), or T‑bills (BIL) using trend and RSI “heat” on SPY/QQQ/bonds—aiming to ride uptrends, buy rare dips, and step aside when markets look too hot.
NutHow it works
Daily, it checks if the S&P 500 (SPY) is in an uptrend (price above its 200‑day average). • Uptrend: usually holds UPRO (3× S&P); if very “hot” short term (RSI>80) it parks in BIL (T‑bills); if momentum is firm it may hold TMF (3× long Treasuries). • Downtrend: may buy TECL (3× Tech) on rare deep dips; otherwise it switches among UPRO, TLT (Treasuries), or BIL using short‑term trend and RSI (0–100 “heat meter”).
CheckmarkValue prop
Daily, rules-based 3x levered rotation across UPRO/TECL/TMF-TLT and cash. Out-of-sample annualized return ~46.8% vs S&P ~21.3%; max drawdown ~36% vs ~19%. Calmar ~1.31. Higher upside with regime-aware risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.351.850.510.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
573.61%13.81%-0.15%0.4%0.84
Portfolio: UPRO FTLT (No K-1)
207,605.25%67.89%-1.61%-2.2%1.38
Initial Investment
$10,000.00
Final Value
$20,770,524.55
Regulatory Fees
$35,681.87
Total Slippage
$245,492.50
Invest in this strategy
OOS Start Date
Jul 10, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum, trend following, risk-on/risk-off, leveraged etfs, daily rebalance, long-only
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 Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 41.50%. 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.