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Symphonies
v2.1.0 Double Pop Bots l Oct 28th 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based swing system that splits between S&P and Nasdaq sleeves. It buys 3x stock ETFs after dips, hedges with UVXY after sharp run-ups, and otherwise uses bond signals to decide between staying risk-on or sitting in T‑bills.
NutHow it works
It runs two mini-systems: one for the S&P 500 (SPXL = 3x S&P) and one for the Nasdaq‑100 (TQQQ = 3x Nasdaq). It uses a price “speedometer” (RSI: 0–100 of recent ups vs downs). If that 3x ETF is very hot (>80), it flips to UVXY (volatility hedge). If very cold (<30), it buys the 3x ETF. Otherwise it checks stock/bond signals (BND, IEF, TLT); if favorable it buys the 3x ETF, else parks in T‑bills (BIL). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.76 vs SPY ~1.46; Calmar ~2.42; annualized return ~68% vs ~24%. Accepts higher drawdowns (~28% vs ~19%) for much stronger risk-adjusted gains, aided by hedges and rule-based rotation.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.511.110.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
v2.1.0 Double Pop Bots l Oct 28th 2011
681,919.17%86.67%11.53%45.07%1.91
Initial Investment
$10,000.00
Final Value
$68,201,916.80
Regulatory Fees
$107,304.03
Total Slippage
$752,820.35
Invest in this strategy
OOS Start Date
Jan 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Rule-based tactical, leveraged equity etfs, volatility hedge, momentum & mean reversion, daily rebalance
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.

"v2.1.0 Double Pop Bots l Oct 28th 2011" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"v2.1.0 Double Pop Bots l Oct 28th 2011" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "v2.1.0 Double Pop Bots l Oct 28th 2011" has returned 68.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "v2.1.0 Double Pop Bots l Oct 28th 2011" is 28.11%. 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 "v2.1.0 Double Pop Bots l Oct 28th 2011", 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.