Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
Temp Strategy Engine
Today’s Change
—

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

About

A daily, contrarian switch: when a leveraged Nasdaq‑100 fund looks extremely “hot,” go 100% into a leveraged VIX fund to bet on a volatility spike; otherwise sit in T‑bills. High risk during UVXY periods; otherwise cash‑like.
NutHow it works
Each day it checks a 10‑day RSI (a 0–100 “heat” score of recent gains) on TQQQ, a 3× Nasdaq‑100 fund used as a tech‑market thermometer. If RSI > 79 (very hot), it buys UVXY, a leveraged VIX fund that usually jumps when stocks drop. Otherwise it holds BIL, a T‑bill ETF (cash‑like). It never owns stocks—only VIX or T‑bills.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted returns vs the S&P: Sharpe ~2.26, Calmar ~4.21, and max drawdown ~1.35% vs ~18.8% for the S&P. Mostly cash, with rare volatility bets, offering protection and steady upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.26-0.150.01-0.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
690.81%15.5%1.75%5.97%0.94
Temp Strategy Engine
2,143.3%24.21%0.32%0.92%1.03
Initial Investment
$10,000.00
Final Value
$224,329.91
Regulatory Fees
$184.35
Total Slippage
$1,259.60
Invest in this strategy
OOS Start Date
Jan 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, contrarian, rsi-based signal, daily rebalanced, cash/uvxy switch
Tickers in this symphonyThis symphony trades 3 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

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.

"Temp Strategy Engine" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Temp Strategy Engine" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Temp Strategy Engine" has returned 5.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Temp Strategy Engine" is 1.35%. 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 "Temp Strategy Engine", 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.