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

About

A daily, single‑ETF timing model. It rides S&P 500 uptrends with 3x leverage (UPRO), but at overbought extremes flips to volatility (UVXY). In downtrends it seeks bounces with UPRO or rotates to inverse S&P (SPXU) or long Treasuries (TLT).
NutHow it works
Daily the strategy holds one fund. It checks trend (SPY above its 200‑day avg = uptrend). Uptrend: hold UPRO (3x S&P) unless 10‑day RSI on UPRO/SPXL is very high (>~80), then switch to UVXY (a volatility play). Downtrend: if SPY is very oversold (RSI<30) buy UPRO for a bounce; else if UPRO is below its 20‑day avg, own the stronger of SPXU (‑3x S&P) or TLT (Treasuries); otherwise if SPXU is oversold (RSI<31) buy SPXU, else UPRO. RSI 0–100: high=hot, low=washed out.
CheckmarkValue prop
Out-of-sample: ~39% annualized return, Sharpe ~0.87, Calmar ~0.88—upside vs SPY. Daily, tactical use of 3x leverage with volatility and Treasuries to ride trends and bounces. Drawdowns ~44.7% vs ~18.8%.

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Invest in this strategy
OOS Start Date
Jan 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, market timing, trend + countertrend, volatility, tactical, s&p 500, treasuries
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 39.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "UPRO FTLT" 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 "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.