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Triple Combo (55.9% RR, 17.2% MD, 19.6% SD, 2012 BT)
Today’s Change

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

About

A daily-rebalanced, multi-signal portfolio (Triple Combo) that blends three strategy engines across leveraged equities, volatility hedges, and bonds. It uses RSI, moving averages, and cumulative returns to decide when to tilt into or out of assets like VIXY, SVXY, TQQQ, UPRO, SPY, QQQ, and BOND, aiming to capture upside while dialing down risk through hedges and a bond ballast.
NutHow it works
- What it is: a daily-rebalanced, multi-strategy portfolio called Triple Combo that blends three signal engines (RR, MD, SD) across a mix of leveraged stock ETFs, volatility hedges, and a bond ballast. - The signals: it uses simple, well-known indicators: • RSI (a momentum gauge) on various assets (eg. QQQ, SPY, QQQE, TQQQ, UPRO) with a 10-day window; very high readings (around 79) trigger hedging actions, very low readings (around 31) trigger opposite moves. • Moving averages and price comparisons (eg. SPY above/below its 200-day average) to assess trend strength. • Cumulative returns (short-term performance) to spot sharp changes and mean-reversion opportunities. - The main players: • VIXY: a volatility-hedge ETF used when momentum signals look extreme (to protect against a rapid drop or spike in volatility). • SVXY: an alternative volatility-related position used in a different branch of the strategy. • TQQQ and UPRO: leveraged long bets on Nasdaq and S&P 500, used in Bull/Bear subgroups to tilt exposure toward trend following. • BOND (PIMCO Active Bond ETF): a defensive ballast used when risk signals favor stability. • A group of widely traded ETFs (such as SPY, QQQ, QQQE, PSQ, XLP) serve as the universe from which signals are derived and where hedges may be triggered. - How it decides what to own: the system navigates a web of nested rules. If certain RSI values and price relationships hold, it allocates to VIXY as a hedge; if other signals indicate weakness, it may shift toward bonds or reduce leverage. It also uses a separate “Bull” and “Bear” sub-branch for leveraged Nasdaq exposures (TQQQ) that alternates based on momentum and trend criteria. - Why it might work: by combining momentum signals (entering when assets look strong but hedging with volatility products when signals look extreme) with mean-reversion tests (buying dips and trimming rallies), and by using a bond ballast to dampen volatility, the strategy aims to capture upside in sustained uptrends while limiting downside in sharp pullbacks. The daily rebalance keeps the allocations responsive to new data. - Important caveats: this is a complex, highly leveraged, multi-asset approach. Leveraged ETFs magnify moves, which can mean big gains but also steep losses. RSI thresholds are not guarantees and can whipsaw in choppy markets. Past signals do not guarantee future results. Appropriate for experienced investors who understand leverage and hedging dynamics.
CheckmarkValue prop
Triple Combo blends momentum, mean-reversion, hedges, and bonds for upside with risk controls. Out-of-sample Sharpe ~1.72, Calmar ~3.63, annualized ~23.8% vs S&P, and beta ~0.70—offering strong risk-adjusted growth with diversification, not just market exposure.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.40.310.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
511.42%13.89%-1.77%0.2%0.86
39,298.75%53.64%-4.4%-1.87%2.32
Initial Investment
$10,000.00
Final Value
$3,939,874.82
Regulatory Fees
$10,569.13
Total Slippage
$66,740.37
Invest in this strategy
OOS Start Date
Jun 6, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, leveraged etfs, volatility hedges, multi-strategy, trend-following, mean-reversion
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BOND
PIMCO Active Bond Exchange-Traded Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 toBOND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.87%. 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.