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Slowloss1
Today’s Change

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

About

An all‑in, fast‑switching strategy that uses very short‑term signals on the S&P 500 to flip between 3× long or 3× inverse S&P or Nasdaq funds. Tools: moving averages and RSI. High risk; moves can be rapid in both directions.
NutHow it works
It always picks one of four funds: 3× long or 3× inverse S&P 500 (UPRO/SPXU), or 3× long or 3× inverse Nasdaq‑100 (TQQQ/SQQQ). Step 1: If SPY’s price is at/above its 2‑day average, look at trend: if its 5‑day average is below the 10‑day, buy SPXU; else buy UPRO. Step 2: If price is below the 2‑day average, compare RSI(3‑day) vs RSI(21‑day) on SPY: if short‑term ≥ long‑term, buy SQQQ; else buy TQQQ. “Moving average” = recent price average. “RSI” = balance of recent ups vs downs. These are 3× funds (very volatile).
CheckmarkValue prop
Out-of-sample edge: ~26% annualized return vs ~21% for SPY, with upside in volatility from 3x long/inverse bets. Higher growth but much larger drawdowns (~54% vs ~19%). Best for risk-tolerant investors seeking above-market upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
-0.020.960.090.29
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
741.19%14.44%1.36%5.73%0.87
-45.06%-3.72%-4.74%-0.75%0.21
Initial Investment
$10,000.00
Final Value
$5,493.59
Regulatory Fees
$755.42
Total Slippage
$1,300.59
Invest in this strategy
OOS Start Date
Jul 12, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, momentum, mean-reversion, leveraged etfs, s&p 500, nasdaq-100, long/short, trend filter
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.

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

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

Year-to-date, "Slowloss1" has returned 26.11%. 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, crypto, and options.