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Symphonies
Standardized Frontrunner | 2011-11-01
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based switch among UVXY (volatility), TQQQ (3x Nasdaq), and T‑Bills. Buys UVXY when markets look overheated or after whipsaw pops, buys TQQQ only when deeply oversold, and sits in T‑Bills the rest of the time.
NutHow it works
It’s a switch. It checks short‑term “heat” and “cold” readings on tech and related markets. - If they look very hot, it buys UVXY (a fear/volatility play). - If the Nasdaq‑100 (3x) looks very cold, it buys TQQQ. - After sharp drops, it mostly holds T‑Bills (BIL), unless there’s a huge 1‑day pop, then it buys UVXY. - Otherwise it stays in BIL.
CheckmarkValue prop
Out-of-sample: 22.45% annualized return vs 19.40% for the S&P. Calmar ~1.0 signals solid risk-adjusted upside; it uses volatility spikes and tech rebounds (UVXY/TQQQ) for higher upside in volatile regimes, with larger drawdown (~22.7% vs 18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.69-0.030-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Standardized Frontrunner | 2011-11-01
587,725.98%82.85%6.39%7.03%1.61
Initial Investment
$10,000.00
Final Value
$58,782,597.61
Regulatory Fees
$116,652.20
Total Slippage
$829,937.76
Invest in this strategy
OOS Start Date
Mar 11, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical timing, volatility spikes, risk-on/risk-off, rsi-based, leveraged etfs, tech/communications signals
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
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.

"Standardized Frontrunner | 2011-11-01" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Standardized Frontrunner | 2011-11-01" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Standardized Frontrunner | 2011-11-01" has returned 25.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Standardized Frontrunner | 2011-11-01" is 22.67%. 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 "Standardized Frontrunner | 2011-11-01", 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.