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Symphonies
SPYU or Not+ Bonds + Wash Sale Algo?BSMR WM74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A high‑octane switcher: use a 4× S&P note (SPYU) in uptrends, shift to broad bonds (IUSB) when markets or rates wobble, and occasionally jump into a 2× VIX fund (UVIX) during extremes. Aims to ride rallies and sidestep stress. Very high risk.
NutHow it works
It rotates among three funds: SPYU = a very aggressive 4× S&P 500 note (offense), IUSB = broad US bonds (defense), and UVIX = a 2× VIX “fear” fund (crash/volatility play). After huge drops or blow‑off moves it may use UVIX. In calm uptrends it uses SPYU. When stocks or rates get jumpy, it parks in IUSB. Very high risk.
CheckmarkValue prop
Out-of-sample edge: 30.49% annualized vs SPY 18.38%; OOS Sharpe 0.73; Calmar 0.65 over 534 days. A disciplined SPYU/IUSB/UVIX rotation seeks higher upside by riding rallies and defending in stress with regime-based risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.211.730.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
53.59%23.93%0.32%5.66%1.4
SPYU or Not+ Bonds + Wash Sale Algo?BSMR WM74
153.17%59.11%-2.56%10.89%1.12
Initial Investment
$10,000.00
Final Value
$25,316.95
Regulatory Fees
$35.43
Total Slippage
$219.95
Invest in this strategy
OOS Start Date
Jun 21, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged s&p 500, bonds, volatility hedge, trend/momentum, mean reversion, very high risk
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.

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

The symphony is currently allocated toIUSB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 47.08%. 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, crypto, and options.