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Symphonies
Slowloss1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in, one-ETF-at-a-time, regime-switching strategy using SPY to choose the playbook. If SPY isn’t under short-term pressure, it trend-follows the S&P 500 with 3x ETFs; if under pressure, it mean-reverts the Nasdaq-100 with 3x ETFs. Very aggressive and high risk.
NutHow it works
Step 1: Check the S&P 500 (SPY) vs its 2‑day average. If price is at/above it, use an S&P 500 playbook; if below, use a Nasdaq-100 playbook. Step 2 (S&P playbook): Compare 5‑day vs 10‑day averages. Uptrend → buy UPRO (3x long S&P). Downtrend → buy SPXU (3x short S&P). Step 2 (Nasdaq playbook): Compare very short‑term vs 3‑week momentum (RSI). Strong short‑term → buy SQQQ (3x short QQQ). Weak short‑term → buy TQQQ (3x long QQQ).
CheckmarkValue prop
Dynamic regime-switching with 3x leverage: ride the S&P in calm markets, mean-revert Nasdaq in stress. Out-of-sample: ~16.40% annualized return with Calmar ~0.303 and Sharpe ~0.546—diversified, risk-conscious vs SPY.

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Invest in this strategy
OOS Start Date
Jul 12, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Regime switching, trend following, mean reversion, leveraged etfs, s&p 500, nasdaq-100, tactical allocation, long/short
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Slowloss1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Slowloss1" is currently allocated toSPXU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Slowloss1" has returned 20.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Slowloss1" is 54.17%. 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 "Slowloss1", 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.