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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

A tactical sleeve that mostly sits in T‑Bills, flips into UVXY when tech/market gets overheated or after crash‑and‑snapback days, and buys TQQQ only when Nasdaq looks deeply oversold. Seeks to profit from short‑term extremes while limiting time at risk.
NutHow it works
It waits for extremes in tech/Nasdaq. - If 10‑day “heat” looks very hot (>79) in Nasdaq/tech/communications, it buys UVXY (a fund that usually jumps when markets get jumpy). - If Nasdaq looks very cold (<30), it buys TQQQ (a 3x Nasdaq fund) for a bounce. - After a >12% 6‑day drop: if a big +day (>5.5%) follows, buy UVXY; otherwise hold BIL (T‑Bills). - Else, hold BIL.
CheckmarkValue prop
Out-of-sample edge: 22.45% annualized vs 19.40% for the S&P, driven by tactical Nasdaq/tech timing and volatility hedges with a cash ballast. Higher upside with risk controls—though drawdowns can exceed the S&P in downturns.
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
669.43%15.2%-1.77%0.2%0.93
Standardized Frontrunner | 2011-11-01
588,433.35%82.59%0.27%7.02%1.61
Initial Investment
$10,000.00
Final Value
$58,853,334.79
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, mean-reversion, volatility, leveraged etfs, market timing, risk-on/risk-off
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 24.71%. 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.