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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

Aggressive, rules‑based switcher among SPXL (3x S&P 500), SPXU (3x short), VIXY/UVXY (fear), and TLT (Treasuries). Uses trend, hot/overbought vs cold/oversold (RSI), recent drops, and volatility to ride rallies and protect or profit in selloffs. Very high risk.
NutHow it works
First it checks the long‑term trend: is the S&P 500 (SPY) above its 200‑day average? If yes, it usually holds SPXL (3x S&P 500). If prices look overheated (RSI = a 0–100 “hot/cold” score) or after sharp drops, it may flip to SPXU (3x short) or to fear‑index funds VIXY/UVXY. If swings get wild, it parks in TLT (long U.S. Treasuries). If SPY is below its 200‑day, it mainly plays defense with SPXU, VIXY/UVXY or TLT, with brief bounce trades in SPXL.
CheckmarkValue prop
Promising upside: oos return 50.7% vs SPY 22.2%, Calmar ~1.13 offers solid risk-control. Dynamic levered exposure + volatility hedges aim for big rallies; but expect larger drawdowns (~45%) in drops.

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Invest in this strategy
OOS Start Date
Oct 27, 2022
Trading Setting
Threshold 15%
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend-following, mean-reversion, volatility hedging, market timing, risk-on/risk-off, us equities, treasuries
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 Shares
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 46.21%. 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.