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Symphonies
Rolling UPRO Beta [CMP] (K-1 Free)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between offense and defense. In uptrends it leans into a 3x S&P 500 fund; in weak markets it shifts to a hedge mix of commodities, Treasuries/cash, strong USD, utilities or even inverse tech. Uses multiple timeframes and risk scaling.
NutHow it works
It runs 3 quick trend checks (25/50/75-day vs 200-day on the S&P 500). If trend is up, it blends 7 timeframes; when stocks beat a defensive gauge, it buys UPRO (3x S&P 500). If not, it holds a hedge basket (commodities, loans/T‑bills, USD/FRNs). If trend is down, it rotates among long Treasuries, inverse/long tech, and utilities or gold, based on short-term strength. Position sizes are scaled to be steadier.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted performance: lower max drawdown (≈14% vs 18.8%), higher Calmar (~1.47), and robust risk controls, with ~20.5% annualized return versus SPY’s 22.6% but with a smoother ride.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.450.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
299.68%13.91%-0.15%0.4%0.82
Rolling UPRO Beta [CMP] (K-1 Free)
1,368.62%28.74%-2.65%-3.87%1.45
Initial Investment
$10,000.00
Final Value
$146,861.97
Regulatory Fees
$378.82
Total Slippage
$2,208.77
Invest in this strategy
OOS Start Date
Sep 16, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, multi-asset, leveraged equity, defensive hedging, risk scaling
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BKLN
Invesco Senior Loan ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
FTSL
First Trust Senior Loan Fund ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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.

"Rolling UPRO Beta [CMP] (K-1 Free)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Rolling UPRO Beta [CMP] (K-1 Free)" is currently allocated toUPRO, USDU, BKLN, SHV, GLDandPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rolling UPRO Beta [CMP] (K-1 Free)" has returned 16.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rolling UPRO Beta [CMP] (K-1 Free)" is 13.99%. 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 "Rolling UPRO Beta [CMP] (K-1 Free)", 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.