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Symphonies
UPRO FTLT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A switch-allocation that uses SPY’s trend and RSI “heat” to rotate among leveraged longs (UPRO/TECL), volatility (UVXY), inverse equity (SH/SPXU), or bonds/cash (IEF/BSV/SHV). High risk; blends trend and contrarian signals.
NutHow it works
Trend test: is SPY above its 200‑day avg? - Yes: if RSI>80 on SPY or QQQ, buy UVXY (volatility). Else if SPY’s 60‑day RSI>60, hold 50/50 SPY + SHV (T‑bills). Else buy UPRO (3×). - No: if QQQ RSI<30, buy TECL (3× tech). Else if SPY>25‑day avg: RSI>70 ⇒ SH (short), else UPRO. If SPY≤25‑day, own the strongest of IEF (Treasuries), SPXU (3× short), or BSV (short bonds). RSI=0–100 heat; moving avg=trend.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns vs the S&P 500: Sharpe ~1.50 vs ~1.09, annualized return ~85% vs ~18%, Calmar ~2.39. Note: max drawdown ~35.6% vs ~18.8%, signaling bigger upside potential with higher risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.741.260.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
UPRO FTLT
10,704,288.69%123.74%-1.61%-2.2%1.79
Initial Investment
$10,000.00
Final Value
$1,070,438,868.80
Regulatory Fees
$1,582,906.33
Total Slippage
$11,372,088.89
Invest in this strategy
OOS Start Date
Mar 27, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Us equities, technology, treasuries, volatility, leveraged etfs, inverse etfs, trend-following, mean-reversion, tactical allocation, high risk
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"UPRO FTLT" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "UPRO FTLT" has returned 73.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "UPRO FTLT" is 35.61%. 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 FTLT", 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.