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Symphonies
Step by step 0.0.0.3
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in, high-risk switcher. If the market looks overheated, it buys a “fear/volatility spike” fund (UVXY). Otherwise it flips between leveraged long (+3x) and short (−2x/−3x) plays on the Nasdaq‑100 (QQQ) based on recent jumps and a simple “heat” score (RSI).
NutHow it works
Plain-English guide: - RSI is a 0–100 “heat” score of recent price moves; above ~80 = overheated. - Tickers used for signals: SPY=S&P 500; QQQ=Nasdaq‑100; VTV=value stocks; VOX=communications; XLP=consumer staples; XLF=financials. - Funds it actually buys: UVXY (tends to jump when market fear/volatility spikes), QID (about −2x QQQ), TQQQ (about +3x QQQ), SQQQ (about −3x QQQ). Rules it follows, in order: 1) If those market/sector ETFs look overheated (10‑day RSI above set levels), buy UVXY. 2) Else if QQQ just surged >N% over the last N days (N=1…10), short QQQ via QID. 3) Else, if QQQ isn’t overheated (14‑day RSI<75) buy TQQQ; otherwise buy SQQQ.
CheckmarkValue prop
Out-of-sample it underperforms SPY on return (5.4% vs 17.0%) with larger drawdowns (54.7% vs 18.8%), but offers diversification by hedging volatility spikes via UVXY and capturing rapid Nasdaq moves in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.761.580.170.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Step by step 0.0.0.3
12,307,262.1%125.92%13.14%-1.21%1.59
Initial Investment
$10,000.00
Final Value
$1,230,736,209.99
Regulatory Fees
$4,210,950.21
Total Slippage
$30,261,888.78
Invest in this strategy
OOS Start Date
Jul 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, leveraged etfs, volatility, market-timing, rsi, mean reversion, nasdaq-100
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples 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.

"Step by step 0.0.0.3" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Step by step 0.0.0.3" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Step by step 0.0.0.3" has returned 9.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Step by step 0.0.0.3" is 54.67%. 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 "Step by step 0.0.0.3", 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.