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Symphonies
UPRO FTLT (Azqato's No K-1 Edit)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “risk-on/risk-off” strategy that switches among 3× S&P/Tech funds, volatility (VXX), and Treasuries/cash using trend and “hot/cold” readings. It aims to ride uptrends, fade extremes, and seek safety in weak tapes. High risk/volatility.
NutHow it works
Each day it asks: is the S&P 500 (SPY) above its long‑term average price? If yes, it usually holds a 3× S&P fund (UPRO), but if the market looks “too hot” short‑term it shifts to VXX (volatility) or parks in T‑Bills (BIL). If no, it may bet on a tech rebound (TECL), or flip between 3× long/short S&P (UPRO/SPXU) based on short‑term heat, or move to Treasuries/bonds (IEF/BSV). “RSI” here is a simple gauge of how hot/cold recent moves are.
CheckmarkValue prop
Out-of-sample, this risk-on/off strategy delivers superior risk-adjusted returns vs SPY (Sharpe ~1.58 vs ~1.15; Calmar ~2.88) and far higher upside (~102% annualized vs ~21%), with disciplined risk controls to manage larger drawdowns.

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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, treasuries/bonds, risk-on/risk-off, daily rebalancing
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 No K-1 Edit)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"UPRO FTLT (Azqato's No K-1 Edit)" is currently allocated toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "UPRO FTLT (Azqato's No K-1 Edit)" has returned 102.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "UPRO FTLT (Azqato's No K-1 Edit)" 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 No K-1 Edit)", 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.