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Symphonies
V1 BWC: Rough Around The Edges
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based swing strategy: go 3x long SPY/QQQ on sharp dips, shift to UVXY when markets look overheated, otherwise hold SPY/QQQ. Uses 3 timeframes to spread timing risk. High risk due to leverage and UVXY.
NutHow it works
Your money is split 50/50 between the S&P 500 (SPY) and the Nasdaq‑100 (QQQ). Each half is split into 3 slices using 7/10/14‑day RSI—a 0–100 “heat” gauge of recent ups vs downs. If RSI is very low, it buys 3x versions (SPXL/TQQQ) to ride a rebound. If very high, it moves to UVXY (a volatility fund that jumps when stocks wobble). Otherwise it holds SPY/QQQ. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: annualized return 30.37% vs SPY 16.25%; Sharpe 0.94; Calmar 1.11. Diversified timing using 3x leveraged bets and a volatility hedge offers higher upside and solid risk-adjusted performance, but larger drawdowns (27.4% vs 18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.230.520.72
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
716.72%15.58%6.16%5.09%0.95
V1 BWC: Rough Around The Edges
33,975.6%49.49%11.83%13.02%1.54
Initial Investment
$10,000.00
Final Value
$3,407,560.38
Regulatory Fees
$3,840.20
Total Slippage
$25,262.19
Invest in this strategy
OOS Start Date
Jul 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean-reversion, multi-timeframe, leveraged etfs, volatility hedge, daily rebalance, us large-cap equities, rsi-based
Tickers in this symphonyThis symphony trades 5 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
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.

"V1 BWC: Rough Around The Edges" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 BWC: Rough Around The Edges" is currently allocated toSPYandUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 BWC: Rough Around The Edges" has returned 32.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 BWC: Rough Around The Edges" is 27.43%. 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 "V1 BWC: Rough Around The Edges", 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.