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Symphonies
[*] VT | QQQ Indicator
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based QQQ strategy. In uptrends it mainly owns QQQ and buys dips; when markets look overheated it adds “fear” hedges (UVXY/VIXY/VIXM/VXX). In downtrends or vol spikes it moves to cash (BIL), Treasuries (TLT/TMF) or short QQQ (PSQ). KMLM steers risk.
NutHow it works
Daily checks: 1) trend (S&P 500 above/below 200‑day), 2) how stretched moves are (RSI, a 0–100 “speedometer”: >~80 overheated, <~30 washed‑out). Uptrends: mostly hold QQQ; buy dips; if overheated add fear hedges (UVXY/VIXY/VIXM/VXX). Downtrends or vol spikes: shift to cash (BIL), Treasuries (TLT/TMF), or short QQQ (PSQ). Limited short‑vol (SVXY/SVIX) with safety checks. KMLM (managed‑futures) is a trend gauge that nudges offense vs defense.
CheckmarkValue prop
Out-of-sample return ~16.2% with max drawdown ~8.7% and Calmar ~1.86; Sharpe ~0.82. SPY's raw returns are higher but with deeper losses. This strategy offers stronger downside protection and favorable risk-adjusted gains via rules-based trend and hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.690.160.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
74.38%13.95%4.34%11.4%0.84
[*] VT | QQQ Indicator
1,822.17%100.22%2.5%-3.19%3.63
Initial Investment
$10,000.00
Final Value
$192,217.33
Regulatory Fees
$572.17
Total Slippage
$4,656.11
Invest in this strategy
OOS Start Date
Mar 19, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical qqq, volatility hedging, trend + mean‑reversion, daily, rules‑based
Tickers in this symphonyThis symphony trades 42 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy 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.

"[*] VT | QQQ Indicator" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"[*] VT | QQQ Indicator" is currently allocated toQQQ, BILandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "[*] VT | QQQ Indicator" has returned 16.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "[*] VT | QQQ Indicator" is 8.67%. 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 "[*] VT | QQQ Indicator", 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.