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Symphonies
V2.1 Holy Grail w/RSI Divination - without VIXen [CMP mod 2] (backtest version)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “risk‑on/risk‑off” plan. It rides uptrends with 3x S&P/Nasdaq funds (UPRO/TQQQ) and, when markets look weak or overheated, moves to T‑bills/bonds or hedges with inverse and volatility funds (VXX, SQQQ, SDOW). Uses VXX to avoid K‑1s.
NutHow it works
1) First, it checks if the S&P 500 (SPY) is above its 200‑day average. • If yes (risk‑on): the portfolio splits in half. Each half buys 3x S&P (UPRO) or 3x Nasdaq (TQQQ) when momentum is strong and volatility is calm, but shifts to cash‑like T‑bills (BIL) or hedges (VXX/SQQQ/SDOW) when prices look overbought. RSI is a 0–100 “hot/cold” gauge. • If no (risk‑off): it mostly holds T‑bills/bonds (BIL/AGG/TMF), sometimes gold (GLD) or hedges, and only buys dips in Nasdaq if deeply oversold. Note: uses VXX (not UVXY) to avoid K‑1 forms.
CheckmarkValue prop
Out-of-sample, this tactical risk-on/risk-off strategy aims for sizable upside with levered longs (46.5% annualized vs SPY’s 18.5%) and solid risk-adjusted returns (Calmar ~1.06); note bear markets can trigger larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
10.610.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
600.64%14.82%1.36%5.73%0.91
V2.1 Holy Grail w/RSI Divination - without VIXen [CMP mod 2] (backtest version)
149,648,921.04%174.37%-1.94%16.57%2.55
Initial Investment
$10,000.00
Final Value
$14,964,902,103.96
Regulatory Fees
$35,025,001.00
Total Slippage
$251,883,824.31
Invest in this strategy
OOS Start Date
Mar 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, momentum, volatility hedging, leveraged etfs, inverse etfs, risk management
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toUPROandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 46.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.84%. 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, crypto, and options.