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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

Daily, 50/50 SPY/QQQ core. Three short‑term RSI checks per side: buy SPXL/TQQQ on dips, UVXY on overheated readings; otherwise hold SPY/QQQ. A high‑risk tactical tilt around US large‑cap and tech exposure.
NutHow it works
Each day it splits money 50/50 between the S&P 500 (SPY) and the Nasdaq‑100 (QQQ). Each side has 3 slices using 7/10/14‑day RSI (a 0–100 gauge of recent up vs down: low=oversold, high=overbought). If very low, that slice buys a 3x version (SPXL or TQQQ). If very high, it buys UVXY (a volatility ETF). Otherwise it holds SPY or QQQ.
CheckmarkValue prop
Out-of-sample edge: ~30% annualized return vs ~16% for the S&P, with Calmar ~1.11 and Sharpe ~0.94. A 50/50 SPY/QQQ core uses RSI-driven 3x dips and volatility hedges to pursue higher growth with controlled risk.

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Invest in this strategy
OOS Start Date
Jul 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, tactical allocation, rsi, leveraged etfs, volatility hedging, daily rebalance, us large-cap, nasdaq-100
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 Shares
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 toQQQandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 BWC: Rough Around The Edges" has returned 27.46%. 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.