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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

Daily, rules‑based rotation that puts ~90% into one ETF: volatility (VIXY/VIXM) when fear or stocks are overheated; leveraged SPXL/TQQQ in healthy uptrends; SPY/QQQ when trends weaken; or TMF/TMV to ride rising/falling Treasury prices.
NutHow it works
RSI = 0–100 “heat”; >70 = hot. The 200‑day average marks trend. Each day, ~90% goes into 1 ETF. If fear is hot (VIXY RSI>70), own volatility (VIXY/VIXM; pick the cooler). Otherwise use bonds (BND) as a switch: Bonds up → If SPY >200‑day and not hot, own SPXL or TQQQ (3× S&P/Nasdaq; cooler). If SPY <200‑day, own SPY or QQQ (cooler). If SPY is hot, switch to volatility. Bonds down → own TMF or TMV (3× long/short Treasuries; stronger).
CheckmarkValue prop
Out-of-sample, this strategy targets ~46.8% annualized returns vs SPY's ~20.6%, with ~1.0 Sharpe and Calmar ~0.97. Dynamic hedging and regime switching aim for superior risk-adjusted growth versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.570.690.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
593.38%13.71%-0.15%0.4%0.84
Which way is up? -Krazie 20240217
414,858.35%73.78%-1.37%-8.68%1.38
Initial Investment
$10,000.00
Final Value
$41,495,835.37
Regulatory Fees
$110,043.33
Total Slippage
$777,566.71
Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, momentum/rsi timing, regime switching, leveraged etfs, volatility trading, us equities, us treasuries
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
VIXY
ProShares VIX Short-Term Futures 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.

"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 toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Which way is up? -Krazie 20240217" has returned 36.28%. 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, and options.