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Symphonies
Simons NOVA | High Win Rate | Here comes the 3x Hotstepper | v1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, RSI‑based rotation among fast‑moving 3x funds: buy strong tech/semis/biotech/S&P 500, hedge with volatility (UVXY) or bearish funds when markets look overheated, and fall back to long bonds (TMF) or cash (BIL). High risk.
NutHow it works
Daily, it gauges “hot/cold” with RSI (recent buying vs selling: high=overheated, low=washed‑out). - If global/US stocks look very hot (IOO/TQQQ/SPY) or volatility is perking up, it hedges with UVXY or uses bearish funds. - If certain 3x funds look washed‑out (LABU/TECL/SOXL), it buys the dip. - Else it buys the strongest 3x winner over 10 days (TECL/FNGU/SOXL/UPRO). - Fallback: long bonds (TMF) or cash (BIL).
CheckmarkValue prop
Out-of-sample edge: ~32% annualized return vs ~26% S&P, with 1.15 Calmar and hedged 3x ETFs. Higher upside and diversification, but bigger drawdowns and lower risk-adjusted Sharpe.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.0120.390.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
21.03%21.22%-0.15%0.4%1.1
Simons NOVA | High Win Rate | Here comes the 3x Hotstepper | v1
28.56%28.82%0.27%0.87%0.67
Initial Investment
$10,000.00
Final Value
$12,856.21
Regulatory Fees
$5.94
Total Slippage
$38.52
Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi timing, leveraged 3x etfs, volatility hedge, momentum + mean‑reversion, daily rotation, tactical trading
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FNGD
MicroSectors FANG+ Index -3X Inverse Leveraged ETNs due January 8, 2038
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
IOO
iShares Global 100 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.70%. 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.