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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

If major indexes/sectors look overheated, flip to UVXY (long volatility). Otherwise follow tech momentum: TQQQ if trend up, else TECL; if neither, hold SOXX. Single‑position, rules‑based, high risk due to leveraged/volatility ETFs.
NutHow it works
Checks if the market looks overheated using a 10‑day “speed/overbought” score (RSI) on SPY (S&P 500), QQQ (Nasdaq‑100), VTV (Value), VOX (Comm Services), XLP (Staples), XLF (Financials). If any is very hot, buy UVXY (often jumps when stocks drop). Otherwise ride tech: buy TQQQ if its 5‑day average > 22‑day; else TECL on the same test; else hold SOXX (semiconductors). Uses leveraged funds and can be very volatile.
CheckmarkValue prop
Out-of-sample performance shows a clear edge: annualized return ~61% vs S&P ~18%, Sharpe ~1.19 vs ~1.04, Calmar ~1.44. A rules-based, leveraged tech momentum strategy with a volatility hedge aims for higher upside with disciplined risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.621.70.290.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
SAF 0.0.0.1
4,526,958.77%110.7%-8.63%-17.57%1.66
Initial Investment
$10,000.00
Final Value
$452,705,877.08
Regulatory Fees
$858,965.91
Total Slippage
$6,160,645.29
Invest in this strategy
OOS Start Date
Jul 1, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,volatility hedge,leveraged etfs,market timing,sector rotation,rules-based
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 Shares
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 52.74%. 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.