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Symphonies
Which Way Is Up? Trading 1.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it flips between leveraged stock funds in uptrends, defensive sectors/Treasuries in downtrends, and volatility or inverse funds when fear spikes. Uses trend lines (200‑day) and a 0–100 “heat” gauge (RSI). Keeps ~10% cash.
NutHow it works
Each day it checks trends. If bonds (BND) are weak (below 200‑day avg), it goes risk‑off: holds one of SQQQ/SPXS/DWSH/UUP that looks least hot (lower RSI—a 0–100 “heat” gauge; >70 = very hot). If bonds are fine: when fear jumps (VIXY RSI >70) or SPY is very hot, it buys a volatility fund (UVXY or VIXM). If SPY is in an uptrend and not hot, it rides SPXL or TQQQ (choosing the calmer one). If SPY trends down, it favors XLP/XLU/PSR if strong and/or TLT. Keeps ~10% cash.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~1.15 vs ~1.13, alpha ~0.49, Calmar ~1.46, and ~64% annualized OOS return, with beta ~0.87. Note: drawdowns can reach ~43%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.36-0.480.02-0.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
172.51%14.65%1.36%5.73%0.79
Which Way Is Up? Trading 1.1
299,950.63%197.96%7.08%44.57%2.03
Initial Investment
$10,000.00
Final Value
$30,005,062.91
Regulatory Fees
$71,037.32
Total Slippage
$497,887.76
Invest in this strategy
OOS Start Date
Mar 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, rsi/momentum, volatility timing, tactical allocation, leveraged & inverse etfs, regime switching
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? Trading 1.1" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Which Way Is Up? Trading 1.1" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Which Way Is Up? Trading 1.1" has returned 63.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Which Way Is Up? Trading 1.1" is 43.74%. 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? Trading 1.1", 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.