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Symphonies
v4.1 Pops | BT 4/4/12 = A.R. 99.8% / D.D. 26%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical “pop” strategy: when major stock themes look extremely hot or SPY has a long no‑dip streak, it buys volatility ETFs (UVXY/VIXM) to bet on a near‑term spike in fear; after sharp drops, a big one‑day bounce also triggers. Otherwise it sits in cash (BIL).
NutHow it works
RSI is a 0–100 “heat” score of the last 10 days. When that score is very high (~79–80) for big market themes (SPY; Nasdaq/tech: QQQE, TQQQ, TECL, VOOG; value: VTV/VOOV; comms: VOX; staples: XLP; discretionary: XLY; financials: FAS), it buys UVXY (a fast, fear-linked ETF). If SPY has ~8–9 up days with no dip, it buys UVXY/VIXM. After a 6‑day −12% drop in TQQQ, a >5.5% 1‑day bounce also buys UVXY; otherwise it holds cash (BIL).
CheckmarkValue prop
Out-of-sample edge: ~24.5% annualized return vs SPY ~19.1%, Calmar ~1.23, and negative beta (~-0.44) for diversification. Sharpe ~0.74; max drawdown ~19.9% vs SPY ~18.8%. Higher upside with volatility timing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.75-0.710.08-0.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
522%14.34%1.36%5.73%0.88
v4.1 Pops | BT 4/4/12 = A.R. 99.8% / D.D. 26%
228,037.96%76.26%0.33%-3.07%1.52
Initial Investment
$10,000.00
Final Value
$22,813,795.76
Regulatory Fees
$52,707.71
Total Slippage
$371,838.27
Invest in this strategy
OOS Start Date
Mar 26, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility timing, contrarian, rsi-based, tactical, leveraged etfs, risk-on/risk-off
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.92%. 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.