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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 fast-moving, contrarian strategy. It shorts tech and semis after sharp run-ups, rides the trend otherwise, and uses a volatility ETF when markets look overheated. Very high risk: relies on leveraged/inverse ETFs and timing signals.
NutHow it works
Two sleeves: ~80% Nasdaq/QQQ, ~20% semiconductors. If the market looks overheated (10‑day RSI very high on major ETFs), jump to UVXY (a “fear” ETF). Otherwise: after big QQQ run-ups, short QQQ (size set by recent volatility). If no run-up: in uptrends hold TQQQ unless overheated (then UVXY); in downtrends try quick bounces (TECL/UPRO) or pick SQQQ vs TLT by recent strength. Semis sleeve does the same idea with SOXL/SOXS. RSI = recent up‑vs‑down score (0–100). 200‑day average = long‑term trend. Volatility = how choppy daily moves are.
CheckmarkValue prop
Out-of-sample: ~64.6% annualized vs ~23.7% for the S&P, Calmar ~1.22 and Sharpe ~1.06. Higher upside with a disciplined risk overlay, focusing on tech/semis while hedging volatility - aimed to beat the S&P on a risk-adjusted basis.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.171.180.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
693.37%15.63%2.19%5.01%0.95
Simons IFF Fund: Short it baby! 0.0.0.3.1 V2 (mainly TQQQ FTLT)
1,658,627,804.08%220.9%-0.84%0.63%2.14
Initial Investment
$10,000.00
Final Value
$165,862,790,407.89
Regulatory Fees
$442,532,350.68
Total Slippage
$2,885,847,093.99
Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, leveraged etfs, inverse etfs, volatility hedge, tech-heavy, semiconductors, trend filter, mean reversion, short-term
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 Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
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 toSOXLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 64.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 52.84%. 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, crypto, and options.