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Symphonies
zoop beats SPY (easily) [Longer Backtest]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, contrarian swing strategy: buy 3x S&P 500 on deep dips, switch to 2x volatility after calm periods, otherwise hold the more oversold of consumer‑staples or bonds. Very aggressive and timing‑sensitive.
NutHow it works
Each day it checks a 10‑day “speed” score (RSI: 0–100; low means prices fell fast). If the S&P 500’s score is very low (<28), it buys UPRO (triple‑stock ETF) to bet on a rebound. Otherwise, if the S&P’s score is higher than UVXY’s (a 2x volatility ETF), it buys UVXY to bet on a near‑term vol spike. If not, it parks 98% in whichever is more beaten‑down: XLP (consumer‑staples stocks) or VBF (investment‑grade bonds).
CheckmarkValue prop
Out-of-sample edge: lower max drawdown (7.1% vs 8.9%), low beta (0.26), positive alpha, and Calmar 1.43, with ~10.2% annualized return. Adds risk discipline and diversification to an S&P-heavy portfolio—stronger risk-adjusted exposure than the S&P alone.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.60.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
758.38%15.77%0.09%13.88%0.96
zoop beats SPY (easily) [Longer Backtest]
19,674.82%43.36%-0.63%11.23%1.65
Initial Investment
$10,000.00
Final Value
$1,977,482.20
Regulatory Fees
$8,741.01
Total Slippage
$67,371.48
Invest in this strategy
OOS Start Date
Jul 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, mean reversion, leveraged etfs, volatility trading, daily rebalance, defensive rotation, high risk
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 10.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.10%. 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 the symphony, 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.