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Symphonies
Simple UPRO with Safety 1 [CMP] (K-1 Free)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switch between 3× S&P 500 (UPRO) and T‑Bills (BIL). It only risks on when Treasuries trend up, avoids buying when stocks look overheated, and buys dips only when deeply oversold. Simple, safety‑first, and K‑1 free.
NutHow it works
Each day: 1) Safety gate: only take risk if long‑term Treasuries (TLT) trend up (price > 150‑day average). If not, hold T‑Bills (BIL). 2) If risk is on, check the S&P 500 (SPY): - Mild drop (<7% in ~2 weeks) and not overheated (RSI10<70) → buy UPRO (3× S&P). - Big drop (≥7%) → buy only if oversold (RSI14<40 AND RSI10<30). Else BIL. RSI = short‑term “hot/cold” score.
CheckmarkValue prop
Out-of-sample, this rules-based 3x S&P tilt with a bond-trend gate yields about 11.45% annualized—lower than SPY’s ~20.6%—but offers disciplined risk controls and a K-1-free structure, providing diversification and risk management versus SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.151.320.440.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
908.23%14.91%1.75%5.97%0.9
Simple UPRO with Safety 1 [CMP] (K-1 Free)
13,161.32%34.17%7.34%18.55%1.03
Initial Investment
$10,000.00
Final Value
$1,326,131.59
Regulatory Fees
$3,754.38
Total Slippage
$24,529.92
Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend filter, rsi/mean‑reversion, risk management, leveraged etf, market timing, k‑1 free
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UPRO
ProShares UltraPro S&P 500
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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 12.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.73%. 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.