Skip to Content
Symphonies
v1.03 - Non-Inverted Yields Bear Market (RSI)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A safety-first, daily strategy. It sits in T‑Bills most of the time, only in bear markets taking short, tactical trades: buying quick rebounds with 3x index funds (TQQQ/UPRO) or shorting (SQQQ). A volatility spike sends it straight back to cash.
NutHow it works
Daily rules decide what to hold. 1) If market fear spikes (UVXY very hot on a 0–100 “heat gauge” called RSI), go to cash-like T‑Bills (BIL). 2) If the S&P 500 is in an uptrend, stay in T‑Bills. 3) If in a downtrend, use RSI and short-term trend: try brief rebounds with 3x stock funds (TQQQ/UPRO) or, if momentum is weak, short with SQQQ. If signals aren’t strong, sit in short-term bonds (BSV).
CheckmarkValue prop
Out-of-sample Sharpe 1.52 vs SPY 1.22; OOS return ~20.41% vs 20.38%; max drawdown ~7.57% vs ~18.76%; Calmar ~2.70. Daily, safety-first, mostly in cash, with selective bear-market bets and strong downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.190.010.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
616.19%14.71%0.54%-0.34%0.9
v1.03 - Non-Inverted Yields Bear Market (RSI)
2,726.14%26.23%0.28%0.86%1.01
Initial Investment
$10,000.00
Final Value
$282,613.65
Regulatory Fees
$535.63
Total Slippage
$3,187.83
Invest in this strategy
OOS Start Date
Feb 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, rsi mean-reversion, trend-following, volatility filter, leveraged etfs, risk-managed, 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
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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.

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

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

Year-to-date, the symphony has returned 19.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.57%. 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.