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Symphonies
Which way is up? -Krazie 20240217
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switch between stocks, Treasuries, or volatility. Uses long-term trend and a short-term “hot/cold” gauge to decide when to use leverage, hedge with VIX, or step down to standard ETFs; keeps about 10% in cash.
NutHow it works
Each day it: 1) If fear (VIXY) runs hot, hold a VIX ETF (VIXY/VIXM). 2) Else check bonds (BND): if strong, look at stocks—if SPY trends up and isn’t overheated, buy a 3x stock ETF (SPXL/TQQQ); if overheated, use VIX. If stocks trend down, hold SPY or QQQ. 3) If bonds are weak, ride Treasuries long or short (TMF/TMV). ~10% stays in cash.
CheckmarkValue prop
Out-of-sample: ~49% annualized return vs SPY ~21%. Dynamic leverage with VIX hedging and ~10% cash deliver bigger upside while managing risk. Calmar ~1.03 indicates solid risk-adjusted gains despite higher max drawdown than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.590.670.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
590.61%13.91%1.36%5.73%0.84
Which way is up? -Krazie 20240217
454,302.97%76.4%7.08%39.48%1.41
Initial Investment
$10,000.00
Final Value
$45,440,296.84
Regulatory Fees
$101,237.96
Total Slippage
$714,653.71
Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, volatility hedge, leveraged etfs, us equities, us treasuries
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.

"Which way is up? -Krazie 20240217" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Which way is up? -Krazie 20240217" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Which way is up? -Krazie 20240217" has returned 49.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Which way is up? -Krazie 20240217" is 48.03%. 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 "Which way is up? -Krazie 20240217", 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.