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Symphonies
100 Day Moving Average GoldSmallCapQQQ with SPY Condition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trend‑following plan: if the S&P 500 is above its 100‑day average, hold small‑cap value, leveraged Nasdaq‑100, leveraged long Treasuries, and gold; otherwise shift to a 50/50 mix of gold and long‑term Treasuries.
NutHow it works
Each day it checks if the S&P 500 (SPY) is above its 100‑day average price (the average of the last 100 days). If yes: 10% AVUV (US small, cheaper stocks), 23.34% TQQQ (3× Nasdaq‑100), 33.33% TMF (3× long US Treasuries), 33.33% GLD (gold). If no: 50% GLD and 50% TLT (unlevered long US Treasuries). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~55% annualized return vs SPY ~36%; Sharpe ~2.68; Calmar ~6.82. A risk-on/risk-off strategy that leverages Nasdaq-100 and small-cap value on uptrends, hedged with gold and Treasuries for disciplined, high upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.340.110.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
152.98%15.56%-0.15%0.4%0.82
100 Day Moving Average GoldSmallCapQQQ with SPY Condition
140.53%14.66%4.1%6.32%0.76
Initial Investment
$10,000.00
Final Value
$24,052.97
Regulatory Fees
$46.85
Total Slippage
$136.07
Invest in this strategy
OOS Start Date
May 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical allocation, risk-on/off, leveraged etfs, nasdaq-100, small-cap value, long treasuries, gold
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
AVUV
Avantis U.S. Small Cap Value ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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 toGLD, TMF, AVUVandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 45.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.12%. 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.