Skip to Content
Symphonies
Simple Logic α Collection
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, event-driven strategy that mainly rides the Nasdaq via TQQQ in uptrends, buys dips when prices are washed out, and shifts quickly to hedges (PSQ, Treasuries, cash, volatility funds) when markets look overheated or the trend weakens.
NutHow it works
Event-driven playbook. 1) Trend: if SPY is above its 200-day average, lean bullish; if below, play defense. 2) Heat gauge (RSI, 0–100): >~80 = overheated → hedge or cash; <~30 = sold off → buy dips. 3) Hold TQQQ (3x Nasdaq) when above its 20-day average; else use PSQ (inverse QQQ), T‑Bills (BIL/SHV), Treasuries (TLT/TMF), or volatility hedges (UVXY/VIXY). 4) Short-term loss guards cut risk. Uses 3x/volatility ETPs: high risk.
CheckmarkValue prop
Out-of-sample, this strategy targets Nasdaq upside with hedging: ~54% return vs ~18% S&P; Sharpe ~1.05; Calmar ~1.24; positive alpha. It blends trend signals with hedges for strong risk-adjusted growth, though drawdowns can spike in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.161.160.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
137.21%15.47%1.36%5.73%0.8
Simple Logic α Collection
171,724.27%245.8%3.64%24.95%2.83
Initial Investment
$10,000.00
Final Value
$17,182,427.13
Regulatory Fees
$28,382.72
Total Slippage
$185,932.66
Invest in this strategy
OOS Start Date
Jun 16, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, leveraged etfs, volatility hedging, rules-based
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Simple Logic α Collection" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple Logic α Collection" is currently allocated toSVXYandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple Logic α Collection" has returned 54.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple Logic α Collection" is 43.60%. 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 "Simple Logic α Collection", 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.