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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 rule-based, regime-switching strategy. It uses trend and a 0–100 “heat gauge” (RSI) to toggle among 3× stock funds, inverse/volatility hedges, or Treasuries—fading extremes and going aggressive on non‑overheated trends.
NutHow it works
Step 1: Trend check. Is the S&P 500 (SPY) above its 200‑day average? If yes = Bull; if no = Defensive. RSI is a 0–100 heat gauge of recent speed (≥70–80 hot, ≤30 cold). Bull: If SPY or QQQ are very hot, buy UVXY (volatility). Else if SPY is firm, split SPY and T‑bills (SHV). Else use 3× S&P (UPRO). Defensive: If tech is very cold, buy 3× tech (TECL). Else if SPY > 25‑day avg: if hot, short S&P (SH); else 3× S&P (UPRO). If weak, own the strongest of −3× S&P (SPXU), 7–10y Treasuries (IEF), or short‑term bonds (BSV). Trades only when signals change (~3% drift).
CheckmarkValue prop
Out-of-sample Sharpe 1.53 vs SPY 1.08, positive alpha ~0.32, and Calmar ~2.54 signal stronger risk-adjusted upside than the S&P 500. A rule-based, regime-switching strategy hedges risk and targets big upside in favorable regimes.

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Invest in this strategy
OOS Start Date
Mar 27, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend-following, mean-reversion, leveraged etfs, volatility, inverse etfs, us equities, technology tilt, treasuries, tactical allocation
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.

"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 90.47%. 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, crypto, and options.