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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

A daily “TQQQ or cash” strategy with short bursts into VXX/UVXY. It buys TQQQ when trend/momentum favor it, steps to T‑Bills when drops or bond turbulence appear, and uses volatility products when TQQQ looks overheated or after crashes.
NutHow it works
Each day it picks one holding: TQQQ (triple‑Nasdaq), VXX/UVXY (bets on a volatility spike), or BIL (T‑Bills/cash). It uses RSI (a “too hot/too cold” meter), recent drops, and a 25‑day trend filter. If TQQQ looks overheated, it hedges with VXX. After big plunges, it may grab volatility (UVXY) or buy the dip; otherwise it parks in BIL. Bond ETFs act as risk filters. Note: TQQQ/UVXY are very volatile; high‑risk.
CheckmarkValue prop
Three-state tactical strategy: Nasdaq-100 tilt with 3x leverage, volatility hedges, and cash. Out-of-sample return ~38.7% annualized vs SPY ~22.8%; higher upside, but larger drawdowns (~45% vs ~19%). Upside potential with acknowledged risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.110.970.120.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.11%13.45%-0.15%0.4%0.75
TQQQ or not - Replace UVXY w/ VXX
764,179.43%201.46%5.48%-5.53%2.27
Initial Investment
$10,000.00
Final Value
$76,427,942.71
Regulatory Fees
$221,990.82
Total Slippage
$1,583,260.61
Invest in this strategy
OOS Start Date
May 6, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, volatility hedge, leveraged etfs, 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 Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 35.08%. 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 45.17%. 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.