Skip to Content
Symphonies
10d IEF vs 20d PSQ
Today’s Change
—

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

About

Daily, it rotates among cash-like T‑bills (SHV), tech stocks (XLK), or a short Nasdaq bet (PSQ). It de‑risks on overheated markets, buys tech on dips or when bonds beat the “short Nasdaq,” and shorts Nasdaq only in weak regimes.
NutHow it works
Checked daily, it picks one ETF: SHV (cash-like T‑bills), XLK (tech), or PSQ (short Nasdaq). Rules: If QQQ or SPY is “overheated” (10‑day RSI >80) → SHV. If QQQ is “washed‑out” (10‑day RSI <30) → XLK. Else if bonds (IEF, 10‑day RSI) beat the short-Nasdaq (PSQ, 20‑day RSI) → XLK. Else if SPY > 200‑day avg → SHV. Else if QQQ < 20‑day avg → PSQ. Otherwise SHV.
CheckmarkValue prop
Out-of-sample edge: ~37% annualized vs 22% for the S&P, higher Sharpe (1.54 vs 1.31), lower drawdown (14.9% vs 18.8%), and beta ~0.92 with Calmar ~2.50. A cash-first, tech-timing strategy delivering bigger gains with tighter risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.540.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
561.4%10.34%-2.54%-4.14%0.6
10d IEF vs 20d PSQ
15,804.1%30.21%3.71%3.57%1.36
Initial Investment
$10,000.00
Final Value
$1,590,409.75
Regulatory Fees
$4,382.02
Total Slippage
$29,078.25
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum and mean-reversion, risk-off bias, sector rotation, long/short, market timing
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology Select Sector SPDR 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.

"10d IEF vs 20d PSQ" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"10d IEF vs 20d PSQ" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "10d IEF vs 20d PSQ" has returned 35.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "10d IEF vs 20d PSQ" is 14.87%. 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 "10d IEF vs 20d PSQ", 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.