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Sysiphus Deviation sorter
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based swing approach: buy 3× growth ETFs on sharp dips, hedge overheated markets with volatility funds, and rotate to bonds, cash, inverse funds, or KMLM (managed futures) when trends weaken. Very high risk and turnover.
NutHow it works
Each day it checks the market trend (price vs 200‑day average) and short‑term swings using RSI, a 0–100 speedometer of recent moves (high=overheated, low=washed out). It buys 3× stock funds on dips and shifts to volatility/cash/bonds or inverse funds when things look hot or weak. It can also use KMLM (a managed‑futures fund) for diversification and adds EM/gold modules. Key funds: TQQQ=3× Nasdaq, UPRO/SPXL=3× S&P, TECL=3× tech, SOXL=3× semis, SQQQ/TECS/SOXS=−3× stock, UVXY/UVIX=volatility, BIL/SHV=T‑bills, TLT/TMF=long bonds.
CheckmarkValue prop
Out-of-sample, this strategy targets ~52.9% annual return vs ~22.3% for the S&P, with higher Sharpe (~2.28 vs ~1.94) and stronger downside protection (Calmar ~10.6; max drawdown ~4.97% vs 5.07%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
1.140.190.010.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
66.4%14.64%2.19%5.01%0.86
6,605.31%207.11%-0.27%4.88%4.12
Initial Investment
$10,000.00
Final Value
$670,530.85
Regulatory Fees
$1,547.32
Total Slippage
$9,690.02
Invest in this strategy
OOS Start Date
Jul 17, 2025
Trading Setting
Daily
Type
Hybrid
Category
Tactical allocation, trend following, mean reversion, volatility hedge, leveraged etfs, long/short, managed futures, bonds, gold, emerging markets
Tickers in this symphonyThis symphony trades 86 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
BOND
PIMCO Active Bond Exchange-Traded Fund
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DXD
ProShares UltraShort Dow 30
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.

"Sysiphus Deviation sorter" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sysiphus Deviation sorter" is currently allocated toBOND, SPXU, UGL, EDZ, SOXS, VIXY, SRTY, QID, BILandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sysiphus Deviation sorter" has returned 52.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sysiphus Deviation sorter" is 4.97%. 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 "Sysiphus Deviation sorter", 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.