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Symphonies
VMS as a pure Pop Bot
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “pop bot” that checks leadership (Tech vs Staples), fear (VIX), and big surges in a 3x Nasdaq fund (TQQQ). It often fades pops by buying volatility or shorting tech, parks in T‑Bills when no edge, and occasionally buys oversold bounces.
NutHow it works
Daily steps: 1) Is tech (XLK) stronger than safety stocks (XLP)? 2) Is fear rising (VIX funds like VIXY)? 3) Did the Nasdaq 100 (via TQQQ, a 3x fund) have a huge up day (>~5.5%) or get very hot/cold (RSI, a 0–100 “heat” score)? Big pops are usually faded by buying volatility (UVXY/VIXM) or shorting tech (TECS). If no signal, it parks in T‑Bills (BIL). Sometimes, after selloffs, it buys TECL/SOXL/TMF for a bounce. High risk; rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return ~21.3% with max drawdown ~16.4% (vs SPY ~18.8%), Calmar ~1.30 and alpha ~0.19%. Very low beta (~0.08) plus risk-controlled, daily regime-based trading—strong, steadier risk-adjusted growth vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.60.160.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
645.32%15.15%2.19%5.01%0.92
VMS as a pure Pop Bot
356,516.43%77.59%0.32%3.07%1.81
Initial Investment
$10,000.00
Final Value
$35,661,643.03
Regulatory Fees
$119,297.93
Total Slippage
$842,411.45
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, volatility trading, tactical allocation, leveraged etfs, regime filter, short-term, daily rebalanced
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UGL
ProShares Ultra Gold
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.

"VMS as a pure Pop Bot" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"VMS as a pure Pop Bot" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "VMS as a pure Pop Bot" has returned 21.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "VMS as a pure Pop Bot" is 16.43%. 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 "VMS as a pure Pop Bot", 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.