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Symphonies
V4.1 | SPY 3X Leveraged or Whatever
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switcher among cash (BIL), leveraged S&P/Nasdaq bulls, inverse bears, or 2x gold. It uses SPY’s 20‑day trend, an easy “heat gauge” of momentum (RSI), and recent returns to decide. Very aggressive, with frequent flips.
NutHow it works
Each day it uses SPY as a market gauge. First: is SPY below its 20‑day average (avg of last 20 closes)? If yes, it also checks RSI (a 0–100 “heat gauge”: >50 buyers winning, <32 very cold) and recent returns: - RSI>50 and 10‑day return<0 → buy the inverse ETF that rose most. - RSI<32 → buy the strongest 2–3x bull (S&P/Nasdaq). - Else → hold SPY or BIL (T‑bills), whichever led over 20 days. If SPY is above its 20‑day average and up over 10 days, it buys one of HIBL/UPRO/TQQQ/UGL; otherwise BIL.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.72 vs SPY ~1.33; Calmar ~4.18; DD ~17.7% vs 18.8%; beta ~0.75. Dynamic trend-following uses leveraged longs, inverses and gold for higher risk-adjusted returns, 715-day testing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.860.80.140.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
137.67%15.58%1.36%5.73%0.8
V4.1 | SPY 3X Leveraged or Whatever
21,732.91%146.12%2.11%9.09%2.24
Initial Investment
$10,000.00
Final Value
$2,183,291.46
Regulatory Fees
$6,044.40
Total Slippage
$37,984.37
Invest in this strategy
OOS Start Date
Dec 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, inverse etfs, trend-following, rsi, us equities, nasdaq, dow, gold, t-bills
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.

"V4.1 | SPY 3X Leveraged or Whatever" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V4.1 | SPY 3X Leveraged or Whatever" is currently allocated toUGL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V4.1 | SPY 3X Leveraged or Whatever" has returned 74.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V4.1 | SPY 3X Leveraged or Whatever" is 17.74%. 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 "V4.1 | SPY 3X Leveraged or Whatever", 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.