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Symphonies
What is overfit? 0.0.0.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

If short‑term market heat is extreme, jump into UVXY (a volatility spike fund). Otherwise ride the Nasdaq‑100 trend, often with leverage (TQQQ/QLD), backing off after big daily pops or briefly moving to T‑bills. Very aggressive and volatile.
NutHow it works
It’s an all‑in, one‑ETF‑at‑a‑time system. - If many major market/sector funds look “too hot” over ~2 weeks (measured by a speedometer called RSI), it buys UVXY, a fund that jumps when markets fall. - Otherwise it rides the Nasdaq‑100: owns QQQ or 2x/3x versions (QLD/TQQQ) when trends are up, or cash‑like T‑bills (BIL) after big pops. Very aggressive/volatile.
CheckmarkValue prop
Out-of-sample upside is dramatic: about 120% annualized vs ~17% for the S&P, with Calmar ~2.32 and Sharpe ~1.50. Nasdaq-leaning with volatility hedge offers strong risk-adjusted returns for a tolerant investor - watch for larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.822.070.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
549.06%14.29%6.16%5.09%0.88
What is overfit? 0.0.0.1
54,907,892.62%156.96%7.33%-2.11%1.83
Initial Investment
$10,000.00
Final Value
$5,490,799,262.46
Regulatory Fees
$7,808,605.49
Total Slippage
$56,148,348.10
Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility spike hedge, leveraged trend-following, momentum/rsi triggers, nasdaq 100 focus
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOOG
Vanguard S&P 500 Growth 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.

"What is overfit? 0.0.0.1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"What is overfit? 0.0.0.1" is currently allocated toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "What is overfit? 0.0.0.1" has returned 115.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "What is overfit? 0.0.0.1" is 51.85%. 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 "What is overfit? 0.0.0.1", 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.