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Symphonies
V1|200D MA|DereckNielsen|EricS 3x Mod|7-1-2022
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based rotation among leveraged tech, a volatility fund, or Treasuries. Uses TQQQ’s 200‑day trend and a 10‑day RSI “heat meter” to go long tech, hedge with volatility at extremes, or switch to short tech or Treasuries in downtrends.
NutHow it works
Daily check of TQQQ (3x Nasdaq 100). 200‑day average = long‑term trendline. RSI(10) = 0–100 “heat meter” of recent moves. If TQQQ is above its 200‑day avg: hold TQQQ, unless RSI>79 (very hot) — then switch to UVXY (volatility ETF). If below: if RSI<31 (washed‑out), buy TECL (3x tech); otherwise pick the stronger of SQQQ (3x short Nasdaq) or SCHO (short‑term Treasuries).
CheckmarkValue prop
Out-of-sample, this strategy delivers about 64% annualized return vs ~23% for the S&P, with a Calmar of ~1.68 indicating strong risk-adjusted performance; higher upside but larger drawdowns (~38% vs ~19%). Potential for tech-led gains with risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.731.410.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
718.38%15.56%12.6%2.81%0.95
V1|200D MA|DereckNielsen|EricS 3x Mod|7-1-2022
9,367,098.92%119.8%27.86%8.52%1.64
Initial Investment
$10,000.00
Final Value
$936,719,891.71
Regulatory Fees
$1,049,954.11
Total Slippage
$7,540,849.72
Invest in this strategy
OOS Start Date
Nov 2, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime switching, trend, momentum (rsi), leveraged etfs, tech sector, volatility, tactical allocation, daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
SCHO
Schwab Short-Term U.S. Treasury ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x 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 61.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.29%. 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.