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Symphonies
10d IEF vs 20d PSQ
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switch among tech (XLK), cash‑like T‑bills (SHV), or short tech (PSQ) using simple “heat” (RSI) and trend checks on QQQ/SPY plus a Treasuries‑vs‑inverse‑tech strength test to decide risk‑on, defensive, or short.
NutHow it works
Each day it holds one fund: XLK (US tech), PSQ (inverse QQQ; rises when tech falls), or SHV (T‑bills, cash‑like). It uses two tools: RSI (0–100 ‘heat’ of recent moves) and moving averages (trend). Rules: 1) If QQQ or SPY are very hot (10‑day RSI>80) → SHV. 2) If QQQ is washed out (RSI<30) → XLK. 3) Else if 10‑day RSI of IEF (7–10y Treasuries) > 20‑day RSI of PSQ → XLK. 4) Otherwise: if SPY > 200‑day avg → SHV; if QQQ < 20‑day avg → PSQ; else SHV.
CheckmarkValue prop
Out-of-sample track record beats the S&P: ~39.9% annualized return vs ~22.8%; oos Sharpe ~1.60 vs ~1.32; max drawdown ~15% vs ~19%; Calmar ~2.69; beta ~0.93. A disciplined, rules-based tech/treasury rotation with risk controls.

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Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, momentum & mean‑reversion, trend filter, risk-on/off, us tech, treasuries, inverse etf hedge
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "10d IEF vs 20d PSQ" has returned 39.93%. 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, crypto, and options.