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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, tactical swing strategy that flips between 3x S&P/Nasdaq (SPXL/TQQQ), a volatility hedge (UVXY), and T‑Bills (BIL). It buys dips, hedges when markets look overheated, and otherwise follows stock/bond momentum. Very aggressive.
NutHow it works
Runs two bots (S&P via SPXL and Nasdaq via TQQQ). Each day it reads RSI, a 0–100 “heat gauge” (high=overheated, low=washed‑out). If the 10‑day RSI is >80, it hedges with UVXY (volatility). If <30, it buys SPXL/TQQQ. Otherwise it holds T‑Bills (BIL) or SPXL/TQQQ based on broader stock (SPY) and bond momentum (BND; IEF vs TLT).
CheckmarkValue prop
Out-of-sample edge: ~66% annualized return vs SPY’s ~23%, Calmar ~2.35, Sharpe ~1.74 vs ~1.46. A two-bot leveraged strategy using UVXY hedges and T‑Bills aims for bigger upside with managed risk versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.51.120.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
v2.1.0 Double Pop Bots l Oct 28th 2011
672,797.68%84.3%-2.49%3.21%1.88
Initial Investment
$10,000.00
Final Value
$67,289,768.18
Regulatory Fees
$132,193.96
Total Slippage
$930,946.02
Invest in this strategy
OOS Start Date
Jan 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, risk-on/risk-off, leveraged etfs, volatility hedge, daily rebalance, us equities
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

"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 60.23%. 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, and options.