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Symphonies
UPRO for the long term of TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 | okhi2u
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, risk-on/risk-off rotation. Rides uptrends with SPXL (3x S&P), flips to SPXU (3x inverse) or TLT when signals warn, and taps VIXY/UVXY only during extremes. Uses QQQ/TQQQ as fast “heat” gauges to time shifts.
NutHow it works
First check the S&P 500’s long‑term trend (price vs 200‑day average). In uptrends it usually holds SPXL (3x S&P 500). If the market looks overheated, too jumpy, or after sharp drops, it flips to SPXU (3x inverse S&P), hides in TLT (Treasuries), or briefly buys VIXY/UVXY (fear ETFs). It uses fast tech gauges QQQ/TQQQ to spot extremes.
CheckmarkValue prop
Out-of-sample, regime-switching strategy targets outsized upside: 50.7% vs SPY’s 22.2%; Calmar 1.13; oos Sharpe 1.15. Uses 3x leverage (SPXL/SPXU) plus hedges (TLT, VIX) to pursue gains while cushioning drawdowns vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.820.980.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
593.58%14.41%-3.61%-3.05%0.89
UPRO for the long term of TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 | okhi2u
19,295,922.88%133.04%-11.5%-11.94%1.91
Initial Investment
$10,000.00
Final Value
$1,929,602,287.58
Regulatory Fees
$1,985,173.77
Total Slippage
$14,270,385.54
Invest in this strategy
OOS Start Date
Oct 27, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Regime-switching, leveraged etfs, trend-following, mean-reversion, volatility hedge, treasuries, tactical allocation
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x 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
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VIXY
ProShares 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 toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 40.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.82%. 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.