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Symphonies
Simons IFF Fund: Short it baby! 0.0.0.3.1 V2 (mainly TQQQ FTLT)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, mainly tech/semis strategy that fades big up moves. It holds TQQQ/SOXL in uptrends but switches to SQQQ/SOXS or UVXY when markets look overheated; uses volatility checks and can park cash in BIL or TLT. High risk (leveraged ETFs).
NutHow it works
80% sleeve: NASDAQ-100. In uptrends (S&P above its 200-day avg) it holds TQQQ (3x long NASDAQ) unless markets look overheated (very high RSI—a 0-100 heat gauge—or big short-term gains), then it flips to SQQQ/QID/PSQ (inverse QQQ) or UVXY (volatility that jumps when markets drop). Size scales with recent volatility. 20%: Semis—usually SOXL (3x long), but after sharp run-ups it moves to SOXS (3x short), sometimes partly to BIL (T-bills) or TLT (Treasuries).
CheckmarkValue prop
Out-of-sample annualized return ~69% vs SPY ~24%; Calmar ~1.31; Sharpe ~1.10 vs SPY ~1.30. Seeks big upside in tech/semis with volatility hedges and risk filters, but can experience larger drawdowns than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.151.180.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
716.72%15.58%6.16%5.09%0.95
Simons IFF Fund: Short it baby! 0.0.0.3.1 V2 (mainly TQQQ FTLT)
1,617,337,834.52%214.07%-8.06%3.7%2.1
Initial Investment
$10,000.00
Final Value
$161,733,793,452.36
Regulatory Fees
$520,429,383.43
Total Slippage
$3,305,389,136.21
Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, nasdaq-100, semiconductors, tactical shorting, volatility hedge, trend filter
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SOXX
iShares Semiconductor 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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 50.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 52.83%. 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.