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Symphonies
v2.2 Double Pop Bots l BrianE l Oct 28th 2011 | okhi2u less BIL mod | VXX edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical strategy that buys dips in 3x tech/S&P funds, holds QQQ/SPY in steady uptrends, and shifts to cash (BIL) or a volatility hedge (VXX) when markets look overheated, using an RSI hot/cold gauge plus bond momentum as safety checks.
NutHow it works
Tickers: TQQQ=3x Nasdaq, SPXL=3x S&P 500, SOXL=3x semis, QQQ=Nasdaq‑100, SPY=S&P 500, VXX=volatility hedge, BIL=T‑Bills. It uses a hot/cold score (RSI, 0–100). If TQQQ/SPXL are extremely hot, step into VXX+BIL. If TQQQ/SOXL/SPXL are very cold, buy them for a bounce. Otherwise: if SPY’s trend is firm hold QQQ+SPY or try quick pops in TQQQ/SPXL when bonds lead; if SPY is weak, only try pops when long Treasuries lead; else sit in BIL.
CheckmarkValue prop
Out-of-sample edge: about 65% annualized returns vs ~18% for SPY, Sharpe ~1.42 vs ~1.05, Calmar ~2.42. Captures fast tech rallies with built-in hedges (VXX/BIL) while applying risk controls to keep drawdowns manageable.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.551.290.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
176.56%13.37%0.54%-0.34%0.75
v2.2 Double Pop Bots l BrianE l Oct 28th 2011 | okhi2u less BIL mod | VXX edition
19,203.27%91.39%2.79%2.24%1.77
Initial Investment
$10,000.00
Final Value
$1,930,326.80
Regulatory Fees
$5,402.26
Total Slippage
$35,086.44
Invest in this strategy
OOS Start Date
Aug 28, 2024
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical, momentum, mean reversion, leveraged etfs, volatility hedge, us equities
Tickers in this symphonyThis symphony trades 10 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
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSPXLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 59.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.96%. 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, and options.