Skip to Content
Symphonies
V1a Simple Sort w/ Leverage
Today’s Change
—

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

About

Flips to a 3x inverse S&P 500 fund when volatility surges; otherwise holds an equal split of the two strongest names among Apple (1.5x), Microsoft (1.5x), Netflix, Nvidia, and Exxon, based on recent momentum. Rebalanced daily.
NutHow it works
Each day: 1) Check VIXM, a tradable “fear gauge.” If its 40‑day RSI (a 0–100 score of recent up vs down moves) is above 69, buy SPXU, a fund that rises 3x when the S&P 500 falls. 2) Otherwise, rank Apple (AAPU 1.5x), Microsoft (MSFU 1.5x), Netflix, Nvidia, and Exxon by 14‑day RSI and buy the top two, split 50/50.
CheckmarkValue prop
Out-of-sample return: 38.65% vs SPY 23.06%; Sharpe 1.16, Calmar 0.97. A momentum-driven two-name core with a volatility-triggered 3x inverse hedge—higher upside, disciplined risk vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.40.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
97.05%21.96%-0.15%0.4%1.31
V1a Simple Sort w/ Leverage
427.4%62.69%2.9%15.23%1.62
Initial Investment
$10,000.00
Final Value
$52,739.55
Regulatory Fees
$131.81
Total Slippage
$772.67
Invest in this strategy
OOS Start Date
Dec 1, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, volatility regime filter, leveraged etfs, inverse etf, daily rebalance, concentrated, mega-cap tech, energy
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X Shares
Stocks
MSFU
Direxion Shares ETF Trust Direxion Daily MSFT Bull 2X Shares
Stocks
NFLX
NetFlix Inc
Stocks
NVDA
Nvidia Corp
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
XOM
Exxon Mobil Corporation
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 Sort w/ Leverage" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Simple Sort w/ Leverage" is currently allocated toXOMandNFLX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Simple Sort w/ Leverage" has returned 41.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Simple Sort w/ Leverage" is 40.01%. 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 Sort w/ Leverage", 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.