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

About

Sit in T-bills until QQQ looks extremely overbought (10-day RSI > 80). Then rotate into inverse, leveraged tech/semiconductor funds—and sometimes a volatility bet—chosen by recent strength and volatility, aiming to catch a pullback.
NutHow it works
1) It watches QQQ (a big tech index fund). If QQQ's 10-day RSI - a 0-100 hotness gauge of recent buying - goes above 80 (very hot/overbought), it expects a pullback. 2) Then it buys a mix of bearish, leveraged tech funds: TECS (-3x tech), SQQQ (-3x Nasdaq-100), SOXS (-3x semis) and sometimes UVXY (bet on volatility). It picks the strongest over 5/10/15 days by recent move, volatility and RSI, and splits money across them. 3) Otherwise it parks in BIL (T-bills).
CheckmarkValue prop
Out-of-sample: max drawdown ~5.2% vs ~18.8% for the S&P; Calmar ~1.49 shows strong risk-adjusted resilience. Near-zero/negative beta and defensive bets add diversification and downside protection in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.12-0.10.02-0.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
593.5%14.45%-2.85%-2.42%0.89
Short Group
309.89%10.33%0.27%0.87%0.78
Initial Investment
$10,000.00
Final Value
$40,989.10
Regulatory Fees
$46.01
Total Slippage
$307.62
Invest in this strategy
OOS Start Date
Jun 13, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical timing, inverse etfs, leveraged etfs, volatility, tech short, semis short, risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

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

"Short Group" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Short Group" has returned 7.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Short Group" is 5.22%. 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 "Short Group", 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.