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Symphonies
UPRO For The Long Term (Reddit Post Link) - BIL instead of UVXY and UPRO intead of TCEL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based switch: ride UPRO (3x S&P 500) in uptrends, step to BIL (T‑bills) when things get too “hot,” and in downtrends rotate among UPRO bounces, SPXU shorts, or TLT bonds using short‑term RSI and moving‑average signals.
NutHow it works
Daily: If SPY > its 200‑day avg (uptrend) hold UPRO (3x S&P 500) unless short‑term “heat” is extreme (10‑day RSI of UPRO>79 or SPY>80) → hold BIL (T‑bills). If SPY ≤ 200‑day (downtrend): buy UPRO on sharp swoons (RSI<~30); else if UPRO < 20‑day avg pick the stronger of SPXU (3x inverse S&P) or TLT by 10‑day RSI; else if SPXU RSI<31 use SPXU, otherwise UPRO. RSI = 0–100 “heat” gauge.
CheckmarkValue prop
Out-of-sample edge: ~49% annualized return vs SPY ~20%, Calmar ~1.09 and Sharpe ~1.03. Rules-based: ride UPRO in uptrends, park in BIL, and use SPXU/TLT in downturns. Higher drawdowns possible, but strong compounding upside potential.

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Invest in this strategy
OOS Start Date
Sep 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged u.s. equities, trend following, rsi, moving average, risk controls, daily rebalance, treasuries, inverse etf
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 48.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.66%. 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, crypto, and options.