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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 any broad slice looks overbought, it goes all‑in on a volatility hedge (UVXY). Otherwise it trend‑follows the Nasdaq using a 200‑day average, dialing leverage up/down after big daily moves or moving to T‑Bills.
NutHow it works
It first checks if the market looks “too hot” using RSI, a 0–100 speedometer of recent price moves (80+ = stretched). It scans many slices (tech, value, staples, discretionary, financials, S&P 500). If any are overheated, it goes 100% into UVXY, a fund that jumps when stocks drop. If not, it rides the Nasdaq trend: above its 200‑day average it holds QQQ or 3x TQQQ (depending on the day’s jump); below it, 2x QLD or T‑Bills (BIL).
CheckmarkValue prop
Out-of-sample, this strategy offers superior risk-adjusted returns vs the S&P: Sharpe 1.70 vs 0.96; Calmar 2.90; ~150% annualized return vs ~17%. It hedges spikes with UVXY and leverages Nasdaq trends, delivering big upside with higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.842.090.330.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
522%14.34%1.36%5.73%0.88
What is overfit? 0.0.0.1
51,520,092.01%162.23%-1.28%8.89%1.87
Initial Investment
$10,000.00
Final Value
$5,152,019,201.16
Regulatory Fees
$6,203,832.98
Total Slippage
$44,605,260.61
Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, trend-following, contrarian, rsi-based, volatility-hedge, leveraged etfs, nasdaq-focused
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.

"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 toTQQQ. 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 150.45%. 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, crypto, and options.