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Symphonies
UPRO FTLT (Azqato's Longer Backtest)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based strategy that uses SPY’s trend and RSI “heat” to switch between 3x S&P exposure (UPRO), 3x short (SPXU), 3x tech (TECL), a volatility play (UVXY), or safe bonds/cash (IEF/BSV/BIL).
NutHow it works
Daily check: Is SPY above its 200‑day average (uptrend)? If yes, hold UPRO (3x S&P) unless very “hot”: if SPY or QQQ 10‑day RSI >80 buy UVXY (volatility), or if SPY 60‑day RSI >60 hold BIL (T‑bills). If below (downtrend): if QQQ RSI<30 buy TECL (3x tech bounce). Else if SPY > 25‑day avg then RSI>70→SPXU (3x short S&P) else UPRO. Else choose the strongest of IEF (Treasuries), SPXU, or BSV (short bonds). RSI=0–100 heat gauge; moving average=avg price.
CheckmarkValue prop
Out-of-sample, this strategy shows superior risk-adjusted performance vs the S&P: Sharpe ~1.51 vs ~1.16 and annualized returns ~92% vs ~21%. It tactically rotates among leveraged longs, hedges, and cash to seek upside while managing risk.

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Invest in this strategy
OOS Start Date
Sep 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, trend-following, mean-reversion, volatility-hedge, leveraged etfs, tactical allocation, us equities, treasuries
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 (Azqato's Longer Backtest)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "UPRO FTLT (Azqato's Longer Backtest)" has returned 66.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "UPRO FTLT (Azqato's Longer Backtest)" 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 (Azqato's Longer Backtest)", 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.