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Symphonies
TQQQ FTLT with Volatility BSC - long backtesting
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, tech‑led swing strategy. It rides uptrends with leveraged stock ETFs and a short‑vol sleeve, hedges when fear spikes, buys selective dips, and shifts to bonds, dollar, or defensive stocks during selloffs.
NutHow it works
- First, check trend: is SPY above its 200‑day average? If yes = uptrend; if not = downtrend. - Check “heat” (RSI = how overbought/oversold) and “fear” (VIX via UVXY/VIXY). - Calm uptrends: ~67% in the strongest of TQQQ/SOXL/TECL/UPRO/UDOW (3x tech/US stock ETFs) and ~33% in SVXY (benefits when fear fades). - If the market gets too hot, hedge with UVXY or SQQQ/SPXU. - Weak/sideways: cut risk to PSQ or steadier SPY/QQQ/XLP; deep selloffs: rotate to TMF (long bonds), USDU (USD), VIXY. - Sharp dips: buy TECL/SOXL/TQQQ only when very oversold.
CheckmarkValue prop
Out-of-sample results show SPY outperforms: this strategy delivers negative annualized return, far larger drawdowns, and minimal risk-adjusted gains. Not compelling vs SPY—only a niche hedging/diversification role for sophisticated traders.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.140.730.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
354.28%13.18%0.61%-1.99%0.8
TQQQ FTLT with Volatility BSC - long backtesting
36,041,090.79%184.87%61.18%48.66%1.94
Initial Investment
$10,000.00
Final Value
$3,604,119,078.63
Regulatory Fees
$9,930,037.19
Total Slippage
$71,391,710.22
Invest in this strategy
OOS Start Date
Aug 26, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend-following, momentum, volatility timing, leveraged etfs, tactical allocation, hedging, vix, risk management, tech growth, swing trading
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPLV
Invesco S&P 500 Low Volatility ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSOXL, SVXY, TECLandUDOW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 41.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 57.26%. 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 the symphony, 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.