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Symphonies
Sometimes I like XXXX
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trend-and-momentum switcher: rides the S&P 500 (often with leverage) in uptrends, but quickly flips to cash, bonds, short funds, or volatility hedges when markets get overheated or turn down. Very active and aggressive.
NutHow it works
Daily, it chooses offense or defense. If SPY is above its 200‑day average, it rides the uptrend (mainly leveraged S&P: UPRO/SPYU). If momentum is overheated (high RSI) or after sharp moves, it hedges with UVXY or shifts to cash (BIL), bonds (BND/AGG/IEF/TLT), or shorts (SH/SDS). If SPY is below the 200‑day, it prefers those defensive picks. RSI = a 0–100 heat gauge; moving average = average price; cumulative return = last N‑day gain/loss.
CheckmarkValue prop
Out-of-sample, this strategy shows far stronger upside than the S&P 500: ~64% annualized return with Calmar ~1.16 and Sharpe ~1.11. It leverages uptrends and hedges quickly when risk rises, aiming for superior risk-adjusted gains vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.332.140.380.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
53.52%21.15%0.54%-0.34%1.29
Sometimes I like XXXX
293.73%84.68%-1.69%-2.09%1.38
Initial Investment
$10,000.00
Final Value
$39,372.80
Regulatory Fees
$74.75
Total Slippage
$461.76
Invest in this strategy
OOS Start Date
May 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, regime switching, leveraged etfs, hedging, volatility, market timing
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYU
MAX S&P 500 4x Leveraged ETN
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.

"Sometimes I like XXXX" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sometimes I like XXXX" is currently allocated toSPYU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sometimes I like XXXX" has returned 50.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sometimes I like XXXX" is 55.33%. 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 "Sometimes I like XXXX", 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.