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Symphonies
V 4.20-69 | 🚀 TFTLT | Simple | Reason - Deez - Mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A Nasdaq-focused, risk-managed strategy using leveraged exposure (TQQQ) with RSI and trend checks, hedges (UVXY, SQQQ) and bonds (TLT), plus macro timing overlays, rebalanced daily to chase Nasdaq rallies while limiting drawdowns.
NutHow it works
Starts with a Nasdaq tilt using TQQQ (3x Nasdaq). Each day it calculates short-term momentum signals (RSI over 10 days) for TQQQ and related assets. If momentum looks extreme (for example RSI above high thresholds), it moves into hedges like UVXY (volatility) or SQQQ (inverse Nasdaq). If risk conditions worsen, it may tilt into bonds (TLT) or broad-market hedges. There’s a separate path that seeks Nasdaq pullbacks and tries to buy into a Nasdaq asset that passes momentum and trend checks. A top-down macro overlay (K-wave and yield-curve signals) tunes timing. The system rebalances daily and uses a mix of moving-average checks, cumulative returns, and relative strength ranking to decide what to hold each day.
CheckmarkValue prop
Out-of-sample Sharpe ~1.43, Calmar ~1.87, and positive alpha (~0.36) vs the S&P, driven by a Nasdaq-tilt with 3x exposure plus dynamic hedges and macro timing. Higher upside, but larger drawdown risk than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.111.040.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
603.28%14.54%-2.02%-1.16%0.89
V 4.20-69 | 🚀 TFTLT | Simple | Reason - Deez - Mod
535,258,782.65%193.86%-1.84%-9.17%2.01
Initial Investment
$10,000.00
Final Value
$53,525,888,265.45
Regulatory Fees
$37,549,981.05
Total Slippage
$270,099,658.00
Invest in this strategy
OOS Start Date
Oct 31, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, momentum, hedging, macro timing, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 80.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 50.76%. 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 the symphony, 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.