Skip to Content
Symphonies
V1a Simple Portfolio (UVXY) + v4 Pops
Today’s Change
—

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

About

A rule-based, regime-switching strategy: fade overheated markets with UVXY, buy oversold tech for quick rebounds, ride growth in calm uptrends, and shift to Treasuries/gold/dollar/commodities or cash-like T‑Bills in danger. Heavy use of leveraged/vol ETFs.
NutHow it works
It’s a rules engine that switches between: 1) UVXY (a volatility fund that jumps when stocks fall) when markets look overheated, 2) TECL/SOXL/SPXL (leveraged tech/stock funds) after sharp drops for short “pops,” 3) growth + dividends when trends are calm, and 4) defenses (Treasuries, gold, dollar, commodities, or T‑Bills) in danger. It uses a “speedometer” (RSI: high=overheated, low=washed‑out), trend, and volatility checks to decide.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.72 vs 1.41; Calmar 3.26; annualized return 77.8% vs 22.5%; alpha ~0.46%; beta ~0.85. Regime-switching with hedges aims for higher risk-adjusted growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.990.630.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
330.31%13.28%0.54%-0.34%0.8
V1a Simple Portfolio (UVXY) + v4 Pops
10,397,339.18%168.27%-4.59%2.68%2.51
Initial Investment
$10,000.00
Final Value
$1,039,743,918.16
Regulatory Fees
$2,727,406.25
Total Slippage
$19,564,046.68
Invest in this strategy
OOS Start Date
Apr 22, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical rotation, regime switching, leveraged etfs, volatility hedging, mean reversion, trend following, risk management
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DGRO
iShares Core Dividend Growth ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"V1a Simple Portfolio (UVXY) + v4 Pops" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Simple Portfolio (UVXY) + v4 Pops" is currently allocated toDGRO, TMF, SVXY, TECL, BTAL, TMVandSCHD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Simple Portfolio (UVXY) + v4 Pops" has returned 78.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Simple Portfolio (UVXY) + v4 Pops" is 23.85%. 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 "V1a Simple Portfolio (UVXY) + v4 Pops", 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.