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Symphonies
TQQQ or not - Replace UVXY w/ VXX
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based switcher: mostly TQQQ in uptrends or after oversold dips; cash (BIL) when risk is high; briefly uses VXX/UVXY in extreme conditions. Heavy exposure to big‑tech via the Nasdaq‑100.
NutHow it works
Goal: ride big‑tech upswings with TQQQ (a 3x Nasdaq‑100 fund), sidestep selloffs, and sometimes hedge with volatility funds. - “Heat gauge” (RSI 0–100): too hot (>~79) → buy VXX (vol hedge); too cold (<~32) → buy TQQQ. - After very sharp 1–6 day moves, briefly use UVXY/VXX. - In calm uptrends (price > 25‑day avg) → TQQQ. - If selloffs or bond/stock risk gauges worsen → park in BIL (T‑Bills).
CheckmarkValue prop
Out-of-sample annualized return ~34% vs SPY ~23%, driven by tech upside with disciplined risk controls (trend, cash, rare hedges). Calmar ~0.76 signals solid risk-adjusted gains; note drawdowns can be larger (≈45%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.060.970.120.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
204.73%14.19%1.36%13.5%0.79
TQQQ or not - Replace UVXY w/ VXX
803,254.51%191.77%-15.34%13.28%2.22
Initial Investment
$10,000.00
Final Value
$80,335,451.22
Regulatory Fees
$201,642.15
Total Slippage
$1,924,163.91
Invest in this strategy
OOS Start Date
May 6, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend-following, mean reversion, volatility hedge, risk management
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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.

"TQQQ or not - Replace UVXY w/ VXX" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ or not - Replace UVXY w/ VXX" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ or not - Replace UVXY w/ VXX" has returned 34.30%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ or not - Replace UVXY w/ VXX" is 45.15%. 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 "TQQQ or not - Replace UVXY w/ VXX", 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.