Skip to Content
Symphonies
[*] VT | QQQ Indicator | Template
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical QQQ‑guided strategy: trend filter + “heat” checks. When markets look too hot, it rotates into VIX hedges; after spikes it shorts vol with protection. Otherwise it holds QQQ (sometimes TQQQ), with occasional gold/oil tilts.
NutHow it works
Each day it sets risk ON/OFF by checking if the S&P 500 (SPY) is above its 200‑day average. It then watches a “hot/cold” price‑speed gauge (RSI) on SPY, QQQ (Nasdaq‑100), IOO (global mega‑caps), VTV (value), XLP (staples), XLF (financials). If they look too hot, it buys VIX funds (UVXY/VIXY/VIXM/VXX) that usually rise when stocks fall, scaling aggressiveness. After big vol spikes it may short vol (SVXY/SVIX) with BTAL/USMV. If no warnings, it holds QQQ or, in very calm times, TQQQ; sometimes GLD and OILK.
CheckmarkValue prop
Out-of-sample: ~120% annualized return vs SPY ~27%, Sharpe ~1.72 vs ~1.39, Calmar ~3.12, and positive alpha. Dynamic VIX hedging targets higher risk-adjusted gains than the S&P 500 over ~458 days of backtesting.

Loading backtest data...

Invest in this strategy
OOS Start Date
Mar 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, qqq-driven, volatility (vix) hedging, rsi-based, trend filter (200-day), mean-reversion, daily rebalanced
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures 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 | Template" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "[*] VT | QQQ Indicator | Template" has returned 120.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "[*] VT | QQQ Indicator | Template" is 38.46%. 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 | Template", 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.