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Symphonies
Franken-TQQQ - longer backtest period
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switcher on the Nasdaq‑100. After big drops it either buys a leveraged long (bet on a rebound) or a leveraged inverse (fade a short-term bounce); in normal times it just holds QQQ.
NutHow it works
Each day the strategy looks at QQQ (Nasdaq‑100, big US tech). - If QQQ fell more than 5% over the last 5 days: if yesterday rose >1%, hold SQQQ (−3x inverse); otherwise hold TQQQ (+3x). - Else, if QQQ fell more than 10% over 10 days: if the last 2 days rose >2%, hold QID (−2x); otherwise hold QLD (+2x). - Otherwise hold QQQ. Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return ~39% vs SPY ~25%, with Calmar ~1.16, signaling strong risk-adjusted upside in the Nasdaq-100. Note higher drawdowns (~33% vs ~19%), but leveraged bets boost rebound capture after dips.

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Invest in this strategy
OOS Start Date
Oct 11, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical switching, nasdaq-100, leveraged long/short etfs, mean-reversion, bounce-fade, daily rebalance
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.

" Franken-TQQQ - longer backtest period" is currently performing the same as yesterday today. Performance updates in real time during market hours.

" Franken-TQQQ - longer backtest period" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, " Franken-TQQQ - longer backtest period" has returned 38.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for " Franken-TQQQ - longer backtest period" is 33.44%. 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 " Franken-TQQQ - longer backtest period", 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.