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Symphonies
Temp Strategy Engine
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, binary momentum-based strategy that shifts 100% of capital between UVXY (volatility hedge) and BIL (short-term Treasuries) depending on whether the 10-day RSI of TQQQ exceeds 79.
NutHow it works
Think of it as a daily boss decision: the engine looks at how strongly the Nasdaq-related price (via TQQQ, which moves 3x with the Nasdaq) has risen recently. It uses a simple momentum gauge called RSI over the last 10 days. If that gauge says prices have gone up very aggressively (RSI above 79), the system buys UVXY, a fund that tends to rise when market volatility spikes. If not, it buys BIL, a fund that holds very short-term U.S. Treasuries and behaves like a safe cash proxy. The rule is binary: either UVXY or BIL, never a mix, and the choice is reviewed and enacted every day. Note: RSI is a measure of recent price strength; TQQQ is a 3x-levered Nasdaq tracker; UVXY tracks volatility futures and is intended as a hedge; BIL is cash-like with low risk.
CheckmarkValue prop
Binary daily momentum: switch 100% between UVXY and BIL using a 10-day RSI on TQQQ. OOS Sharpe 2.26 vs SPY 1.01; drawdown 1.35% vs 18.76%; near-zero SPX beta. Strong risk-adjusted protection with volatility-driven 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
669.43%15.2%-1.77%0.2%0.93
Temp Strategy Engine
2,148.29%24.1%0.27%0.86%1.03
Initial Investment
$10,000.00
Final Value
$224,828.56
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
Volatility hedge, momentum signal, short-term cash-like 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
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 5.46%. 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.