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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 trend-and-heat checks. If bonds rise, ride stock uptrends with 3× funds unless markets look too hot, then pivot to VIX funds. If bonds fall, hold one hedge (inverse stocks or USD). In weak stock trends, favor staples/utilities/real estate plus TLT. ~10% cash.
NutHow it works
Two gauges: 200‑day avg (trend) and RSI (0–100 heat; >70=hot). Rebalances daily. Bonds up (BND): If volatility (VIXY) is hot, use a VIX fund (VIXM/UVXY). Else if stocks (SPY) trend up, buy a 3× bull (SPXL/TQQQ); if SPY is hot, use VIX instead. If stocks aren’t in an uptrend, hold defensives (XLP staples, XLU utilities, PSR real estate) plus TLT. Keeps ~10% cash. Bonds down: hold one hedge from DWSH, UUP, SQQQ, SPXS.
CheckmarkValue prop
Regime-driven strategy targets higher out-of-sample upside vs the S&P 500 via trend/volatility timing and leverage, with solid risk-adjusted metrics (Calmar ~1.37). Expect higher drawdowns, but potential outsized gains in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.3-0.430.02-0.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
173.61%14.22%-0.15%0.4%0.78
Which Way Is Up? Trading 1.1
273,911.65%184.48%-1.37%-8.68%1.97
Initial Investment
$10,000.00
Final Value
$27,401,164.63
Regulatory Fees
$76,874.48
Total Slippage
$539,443.77
Invest in this strategy
OOS Start Date
Mar 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, volatility timing, tactical rotation, leveraged/inverse etfs, defensive sectors, bonds, risk-on/risk-off
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DWSH
AdvisorShares Dorsey Wright Short ETF
Stocks
PSR
Invesco Active U.S. Real Estate Fund
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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? 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 toSPXL. 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 47.69%. 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, and options.