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Symphonies
SAF 0.0.0.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Usually rides tech with leverage (TQQQ/TECL) or semis (SOXX) when the short‑term trend is up. If the market or key sectors look extremely “hot” over ~10 days, it flips to UVXY, which jumps when fear rises. Uses leveraged funds and UVXY, so swings and losses can be large.
NutHow it works
It watches 10‑day RSI (a 0–100 “heat” score of recent ups vs downs) for SPY (S&P 500), QQQ (Nasdaq‑100), VTV (value), VOX (communication), XLP (staples), XLF (financials). If any is very hot (>~78–81), it buys UVXY (a fear/volatility fund). Otherwise it rides tech: buy TQQQ if its 5‑day avg price > 22‑day avg; else buy TECL if the same; else buy SOXX (semiconductors). Very high risk.
CheckmarkValue prop
Out-of-sample, this strategy delivers dramatically higher upside than the S&P: about 61% annualized return vs 18%; Sharpe ~1.19 vs ~1.04; Calmar ~1.44. Expect bigger drawdowns (~42%), but with superior risk-adjusted, tech‑driven growth.

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Invest in this strategy
OOS Start Date
Jul 1, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility hedge, tech momentum, leveraged etfs, contrarian rsi, trend following
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"SAF 0.0.0.1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"SAF 0.0.0.1" is currently allocated toSOXX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "SAF 0.0.0.1" has returned 51.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "SAF 0.0.0.1" is 42.28%. 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 "SAF 0.0.0.1", 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.