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Symphonies
UPRO For The Long Term Feaver Edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based S&P‑centric strategy. Above the long‑term trend it holds 3x S&P (UPRO) unless the market looks overheated, then it flips to volatility/anti‑beta hedges. Below trend it buys oversold bounces or rotates to SPXU or TLT.
NutHow it works
Uses SPY’s 200‑day average to set risk: above = risk‑on, below = risk‑off. RSI is a 0–100 “hot/cold” score of recent moves (≈80 very hot, ≈30 washed‑out). Above trend: default UPRO (3x S&P). If “too hot” (RSI ~80+ on SPY/TQQQ 3x Nasdaq) switch to UVXY (VIX futures) or 75/25 UVXY+BTAL (anti‑beta market‑neutral); if longer‑term heat (RSI‑60>60) use BTAL. Below trend: buy oversold bounces in TQQQ (3x Nasdaq) or UPRO; otherwise choose SPXU (‑3x S&P) or TLT (20+yr Treasuries) by short‑term strength.
CheckmarkValue prop
Out-of-sample: Sharpe 1.39 vs SPY 1.05; Calmar 1.88; annualized return ~81.6% vs ~18.5%. A disciplined, daily-rule strategy that captures leveraged upside with hedges, but comes with larger drawdowns (~43%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.851.220.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
UPRO For The Long Term Feaver Edition
48,890,713.78%148.66%-1.61%-2.2%2
Initial Investment
$10,000.00
Final Value
$4,889,081,378.19
Regulatory Fees
$6,586,692.59
Total Slippage
$47,362,942.13
Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical, trend + mean reversion, volatility hedge, market-neutral overlay, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"UPRO For The Long Term Feaver Edition" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"UPRO For The Long Term Feaver Edition" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "UPRO For The Long Term Feaver Edition" has returned 67.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "UPRO For The Long Term Feaver Edition" is 43.46%. 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 "UPRO For The Long Term Feaver 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.