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Symphonies
15d AGG vs 15d QQQ | Basic Signals
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switch between leveraged Nasdaq (TQQQ) and a defensive market‑neutral ETF (BTAL), guided by short‑term bond‑vs‑tech strength and an S&P 500 trend filter. About 70% is invested; the rest sits in cash.
NutHow it works
About 70% of the portfolio follows this. Daily: if the S&P 500 (SPY) is weak (below short averages), it holds BTAL (a defensive, market‑neutral fund). Otherwise it compares 15‑day RSI (0–100 strength gauge) of AGG (bonds) vs QQQ (big tech). If AGG>QQQ, buy TQQQ (3x Nasdaq); else hold BTAL.
CheckmarkValue prop
Diversified, regime-switching sleeve with ~70% invested and cash. Designed to navigate tech-bond cycles and diversify from SPY. While OOS returns lag SPY, it can reduce correlation and add risk management to a core portfolio.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.630.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
652.1%15.26%1.2%6.23%0.92
15d AGG vs 15d QQQ | Basic Signals
15,221.82%42.5%17.26%60.23%1.17
Initial Investment
$10,000.00
Final Value
$1,532,181.84
Regulatory Fees
$4,720.38
Total Slippage
$25,510.62
Invest in this strategy
OOS Start Date
Jun 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend filter, mean reversion, rsi, leveraged nasdaq (tqqq), market-neutral (btal), daily rebalance
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.

"15d AGG vs 15d QQQ | Basic Signals" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"15d AGG vs 15d QQQ | Basic Signals" is currently allocated toBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "15d AGG vs 15d QQQ | Basic Signals" has returned 5.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "15d AGG vs 15d QQQ | Basic Signals" is 52.77%. 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 "15d AGG vs 15d QQQ | Basic Signals", 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.