Skip to Content
Symphonies
UPRO FTLT
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based market timer that flips among 3x stock funds, volatility (UVXY), inverse funds, and Treasuries. It buys dips, hedges when markets look overheated, and uses trend lines to switch risk on/off. Very high risk.
NutHow it works
It watches two dials: trend (200/25‑day moving averages) and a heat score (RSI: 0=cold, 100=hot). Uptrend (S&P >200‑day): if overheated, buy UVXY (volatility); if momentum is solid, hold 50% SPY + 50% SHV (T‑bills); otherwise use UPRO (3x S&P). Downtrend: if tech is washed‑out, buy TECL (3x tech); on bounces it may short (SH) or still use UPRO; in deeper weakness pick the strongest of IEF (Treasuries), SPXU (‑3x S&P), or BSV (short bonds). High risk; trades only when signals flip.
CheckmarkValue prop
Out-of-sample edge: ~85% annualized return vs ~18% for the S&P, Sharpe ~1.50 vs ~1.09, Calmar ~2.39. A trend/heat‑driven strategy aiming for big upside with disciplined risk, outperforming the S&P while accepting some drawdown in stressed periods.

Loading backtest data...

Invest in this strategy
OOS Start Date
Mar 27, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical timing, trend + mean reversion, leveraged/inverse etfs, volatility hedge, us equities (s&p/tech), treasuries, 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 ETF
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 65.64%. 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.