Skip to Content
Symphonies
TAIL - Post Vol Bump
Today’s Change
—

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

About

Daily, two-asset rule: if its momentum signal (RSI on TAIL) is very strong (RSI > 88), invest 100% in TQQQ (3x NASDAQ-100). Otherwise invest 100% in BIL (short-term Treasuries). High leverage and daily rebalance create big upside and big risk.
NutHow it works
- It runs every day and assigns all capital to a single asset. - The decision hinges on an RSI check over 9 periods, calculated on the strategy’s own signal labeled 'TAIL'. - If RSI > 88, it goes long TQQQ (3x exposure to the NASDAQ-100). - If RSI ≤ 88, it goes into BIL (short-term U.S. Treasuries). - There’s no partial allocation or diversification beyond these two options. - The levered ETF (TQQQ) brings higher upside and higher risk; BIL provides capital preservation with lower risk. - The position is rebalanced daily and sits in the EQUITIES asset class by label, though BIL is a cash-like instrument. - “TAIL” appears to be the momentum signal driving the trigger, not a standard stock symbol. Important: leverage and daily rebalancing can erode returns in sideways or volatile markets; suitable for sophisticated investors aware of the risks.
CheckmarkValue prop
Out-of-sample edge: ultra-high risk-adjusted returns with near-zero beta vs the S&P. A binary rule leverages into TQQQ on extreme momentum (RSI>88) or stays in Treasuries otherwise. Sharpe ~18, minimal drawdown, Calmar ~343—better risk-adjusted than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.170.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
228.87%14.34%-1.77%0.2%0.81
TAIL - Post Vol Bump
118.58%9.2%0.27%0.86%0.68
Initial Investment
$10,000.00
Final Value
$21,858.21
Regulatory Fees
$4.40
Total Slippage
$24.68
Invest in this strategy
OOS Start Date
Sep 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged equity, momentum-based, volatility-driven, tactical allocation, two-asset, daily rebalance
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
TAIL
Cambria Tail Risk ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"TAIL - Post Vol Bump" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TAIL - Post Vol Bump" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TAIL - Post Vol Bump" has returned 3.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TAIL - Post Vol Bump" is 0.01%. 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 "TAIL - Post Vol Bump", 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.