Skip to Content
Symphonies
UPRO FTLT (Azqato's Longer Backtest)
Today’s Change
—

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

About

A daily, rules‑based switcher. In uptrends it’s mostly 3x long the S&P 500, but steps to T‑bills or a volatility spike bet when things get too hot. In downtrends it toggles among inverse S&P, Treasuries/cash, or a tech rebound. Very high risk.
NutHow it works
1) Is the S&P 500 (SPY) above its 200‑day average? If yes: - If short‑term “heat” is extreme in SPY or Nasdaq‑100 (QQQ) — a 0–100 speed gauge called RSI — buy UVXY (a fund that jumps when fear rises). - If the run looks stretched, sit in BIL (T‑bills). - Else ride UPRO (3x S&P). If no (downtrend): - If big tech is very washed out, try TECL (3x tech) for a bounce. - If there’s a short‑term bounce: if too hot, use SPXU (3x inverse S&P); if not, UPRO. - Else hold the strongest of IEF (7–10y Treasuries), SPXU, or BSV (short‑term bonds). Rebalances daily. High risk due to leveraged/volatility funds.
CheckmarkValue prop
Out-of-sample annualized return ~101% vs SPY ~21%; Sharpe ~1.56 vs ~1.15; Calmar ~2.83, signaling superior risk-adjusted upside. Drawdowns may be larger (~35.6%), but potential long-run outperformance vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.761.230.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
UPRO FTLT (Azqato's Longer Backtest)
11,668,087.6%128.18%2.67%24.79%1.82
Initial Investment
$10,000.00
Final Value
$1,166,818,760.45
Regulatory Fees
$1,655,437.92
Total Slippage
$11,893,611.82
Invest in this strategy
OOS Start Date
Sep 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical market timing, trend + mean reversion, leveraged etfs, volatility, bonds/cash rotation
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 (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 100.89%. 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, crypto, and options.