Skip to Content
Symphonies
Temp Strategy Engine
Today’s Change
—

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

About

A contrarian, all‑in switch: when a tech‑heavy index has surged too fast, it bets on a near‑term pullback by buying a leveraged volatility fund (UVXY). Otherwise it parks in T‑bills (BIL). Checks and switches daily.
NutHow it works
Each day it checks how “hot” recent gains are in TQQQ (a 3x Nasdaq fund) using a 10‑day RSI score. If that heat score > 79 (very overheated), it buys UVXY—a leveraged fund that jumps when market fear/volatility spikes. If not, it stays in BIL, a T‑bill cash ETF. 100% in one or the other; rebalanced daily. Note: UVXY is extremely volatile and can fall fast if the market stays calm or keeps rising.
CheckmarkValue prop
Out-of-sample Sharpe 2.26 vs SPY 1.01; max drawdown 1.35% vs 18.76%; Calmar 4.21. Raw return lower (5.69% vs 19.11%), but the strategy delivers far stronger downside protection and superior risk-adjusted growth versus the S&P 500.
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
Contrarian timing, volatility spike bet, rsi signal, cash-or-uvxy, daily rebalance, risk-on/off
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 5.45%. 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.