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Symphonies
SFV by SBF - Stop Financial Violence - Insolvency Edition | Deez | 29APR2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A momentum‑ and volatility‑gated switch. If SPY/QQQ are strong and volatility is low, it goes 100% SPXL (3x S&P 500). If tech is weak and trending down, it goes 100% SQQQ (3x inverse QQQ). Otherwise it parks ~97% in T‑Bills (BIL) with tiny, volatility‑weighted equity slices.
NutHow it works
Switches between three states: 1) Risk‑on: if SPY’s momentum is strong (RSI on 15/10/5 days > 30/40/50) and QQQ’s 4‑day RSI ≥60, then if 10‑day volatility ≤2% buy SPXL (3x S&P 500); if vol is higher, use the Base. 2) Short tech: if QQQ is weak and in a downtrend (20‑day avg < 100‑day), buy SQQQ (3x inverse QQQ). 3) Otherwise stay in the Base: ~97% BIL (T‑Bills) plus tiny, calmer‑weighted slices of SPY/QQQ/SMH/IWM/JEPI/SCHD/TQQQ/SOXL/SPXL. RSI = 0–100 of recent ups vs downs.
CheckmarkValue prop
Regime-switching, mostly-cash strategy that leverages SPXL/SQQQ only when momentum and volatility align. Out-of-sample: ~30% annualized return vs ~22% for SPY, similar drawdowns, and a strong Calmar edge—more upside with controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.350.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
128.53%15.66%-1.77%0.2%0.95
SFV by SBF - Stop Financial Violence - Insolvency Edition | Deez | 29APR2023
464.33%35.6%-4.76%-4.91%1.17
Initial Investment
$10,000.00
Final Value
$56,433.16
Regulatory Fees
$319.70
Total Slippage
$2,149.36
Invest in this strategy
OOS Start Date
Apr 29, 2023
Trading Setting
Threshold 20%
Type
Stocks
Category
Tactical allocation, regime switching, momentum (rsi), trend (moving averages), volatility filter, leveraged etfs, inverse etf hedge, cash/t‑bills core
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
JEPI
JPMorgan Equity Premium Income ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSOXL, SMH, QQQ, SPXL, SPY, JEPI, TQQQ, IWM, SCHDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.00%. 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 the symphony, 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.