Skip to Content
Symphonies
Sisyphus V0.0 (291,7,2022)
Today’s Change
—

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

About

A fast, daily, rules-based strategy: chase strength with 3x tech/S&P, hide in T‑Bills/bonds on weakness, and hedge or profit from fear via VIX funds or shorts. Uses a simple hot/cold score (RSI), long‑term trend filters, and a KMLM check to tilt offense vs defense.
NutHow it works
Each day it chooses between offense, defense, or hedge. • Offense: ride strong trends with 3x tech/S&P funds (e.g., TQQQ). • Defense: park in T‑Bills/bonds. • Hedge: buy "fear" funds (UVXY/UVIX) or inverse ETFs when stocks look too hot. RSI = hot/cold meter (high=overheated, low=washed‑out). Price vs 200‑day average sets bull/bear. KMLM (managed‑futures) is a diversifier; when it outshines tech, the rules tilt safer.
CheckmarkValue prop
Daily rules-based strategy that beats the S&P 500 on risk-adjusted terms: OOS return ≈72% vs ≈33% SPY; OOS Sharpe ≈3.24 vs ≈2.72; drawdown ≈4.95% vs ≈5.07%; Calmar ≈14.5, driven by dynamic offense/defense/hedge.

Loading backtest data...

Invest in this strategy
OOS Start Date
May 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical,momentum,trend-following,mean-reversion,leveraged etfs,volatility (vix),hedging,managed futures (kmlm),treasuries,tech-heavy,shorting
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.

"Sisyphus V0.0 (291,7,2022)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sisyphus V0.0 (291,7,2022)" is currently allocated toSOXL, BOND, UGL, TQQQ, EDZandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sisyphus V0.0 (291,7,2022)" has returned 71.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sisyphus V0.0 (291,7,2022)" is 4.95%. 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 "Sisyphus V0.0 (291,7,2022)", 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.