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Symphonies
[TMBPE] spicy edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A cash‑heavy, RSI‑driven strategy: hedge with volatility when markets run hot, buy 3× tech on extreme dips, hold a risk‑balanced stock basket in normal times, and otherwise sit in U.S. dollars. Rebalanced daily.
NutHow it works
It’s a daily switch that uses RSI (a 0–100 “hot/cold” meter). When S&P/Nasdaq look very hot, it hedges with a volatility fund (UVXY) and keeps a big cash cushion. When Nasdaq looks very washed out, it buys 3× tech (TECL) for a rebound (still with cash). In normal conditions, it holds a risk‑balanced mix of broad stocks (SPY/VOO/IWB), tech (QQQ/TQQQ), small‑caps (TNA) and TSLA; if momentum is too weak or too hot, it parks in U.S. dollars (UUP).
CheckmarkValue prop
Out-of-sample annualized return ~40% vs ~21% for the S&P, with strong risk-adjusted metrics (Calmar ~2.0, Sharpe ~1.25). A cash-heavy, RSI-driven strategy hedges spikes and buys dips, aiming higher upside with controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.420.50.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
[TMBPE] spicy edition
67,041.9%57.07%-1.06%-4.79%1.54
Initial Investment
$10,000.00
Final Value
$6,714,189.94
Regulatory Fees
$39,303.05
Total Slippage
$264,453.86
Invest in this strategy
OOS Start Date
Jun 16, 2023
Trading Setting
Daily
Type
Stocks
Category
Rsi signals, mean‑reversion, volatility hedge (uvxy), leveraged etfs, cash‑heavy, usd (uup), tech‑tilt, inverse‑vol weighting, daily rebalancing
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
IWB
iShares Russell 1000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TNA
Direxion Daily Small Cap Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
TSLA
Tesla, Inc. Common Stock
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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.

"[TMBPE] spicy edition" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"[TMBPE] spicy edition" is currently allocated toUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "[TMBPE] spicy edition" has returned 35.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "[TMBPE] spicy edition" is 20.00%. 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 "[TMBPE] spicy edition", 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.