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

About

An ensemble of five rules that mainly rides the S&P 500 with 2x leverage, steps to staples or T‑bills when trends weaken or volatility spikes, buys some Nasdaq dips with 3x, and may hedge/short tech when markets get overheated.
NutHow it works
It averages five simple rule-sets. Most of the time it holds SSO (a fund targeting 2x the S&P 500’s daily move). Rules watch: trend (price vs 200‑day or short vs long moving averages), short‑term “hot/cold” (RSI: 0–100; <30 = washed‑out, >70/80 = overheated), and volatility (VIX). When risk rises it shifts to staples (XLP) or T‑bills (BIL); on deep Nasdaq dips it may use TQQQ; when overheated it may hedge with PSQ/SQQQ. No fixed rebalancing.
CheckmarkValue prop
Upside potential with risk controls: out-of-sample return 34.3% vs SPY’s 20.3%, Calmar ~1.17 for solid risk-adjusted gains. Tactical tilts to XLP/BIL help weather volatility, offering higher upside than plain SPY with hedged protection.

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Invest in this strategy
OOS Start Date
Apr 12, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend + rsi signals, leveraged etfs, volatility filter, defensive/cash rotation
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

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

"Simple SSO" is currently allocated toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple SSO" has returned 30.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple SSO" is 29.32%. 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 SSO", 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.