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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

Daily trend-following: if SPY is above its 100‑day average, hold small‑cap value, 3x Nasdaq‑100, 3x long Treasuries, and gold; otherwise hold 50/50 gold and long Treasuries. Rebalances daily; leveraged ETFs mean big swings.
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 trading days). If above: hold AVUV 10% (US small, cheaper stocks), TQQQ 23.34% (3x Nasdaq‑100, very volatile), TMF 33.33% (3x long US Treasuries), GLD 33.33% (gold). If not: hold 50% GLD and 50% TLT (long US Treasuries, not leveraged). Rebalances daily. Aim: aggressive in uptrends, defensive in downtrends.
CheckmarkValue prop
Out-of-sample annualized return ~55% vs SPY ~36%; Calmar ~6.8 and beta ~0.82—strong upside with modest market sensitivity. Drawdowns ~8.1%; trend-following diversification aims for superior risk-adjusted gains vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.340.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
162.94%15.93%6.16%5.09%0.83
100 Day Moving Average GoldSmallCapQQQ with SPY Condition
136.56%14.07%2.82%4.14%0.74
Initial Investment
$10,000.00
Final Value
$23,655.65
Regulatory Fees
$48.37
Total Slippage
$142.93
Invest in this strategy
OOS Start Date
May 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend following, tactical allocation, risk-on/risk-off, spy 100-day ma, gold, treasuries, small-cap value, leveraged nasdaq 100
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 ETF
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 36.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.73%. 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.