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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

Daily tactical switch using trend and “heat/cold” (RSI) readings. In uptrends it usually rides 3× S&P (UPRO) but hedges with UVXY or cash; in downtrends it buys bounces (TECL), shorts (SPXU), or holds bonds. Very high risk.
NutHow it works
Checks daily if the S&P 500 is in an uptrend (recent price above its 200‑day average). Uptrend: if markets are extremely “hot” (RSI>80 on S&P or Nasdaq), buy UVXY (volatility) for a pullback; if medium‑term is strong, park in BIL (T‑bills); otherwise ride UPRO (3× S&P). Downtrend: if Nasdaq is very “cold” (RSI<30), buy TECL (3× tech) for a bounce; else short with SPXU (3× inverse S&P) on “hot” readings or hold IEF/BSV when stronger. RSI = a 0–100 heat score.
CheckmarkValue prop
Out-of-sample edge: annualized return ~92% with Sharpe ~1.51 and Calmar ~2.59, outperforming SPY on risk-adjusted basis. Accept higher drawdowns (~35.6% vs ~18.8%) for upside from adaptive, leveraged trend/volatility tilts.

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Invest in this strategy
OOS Start Date
Sep 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend + mean reversion, leveraged etfs, volatility trading, us equities, treasuries, daily rebalanced
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 Shares
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 76.83%. 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.