Skip to Content
Symphonies
15d AGG vs 15d QQQ | Basic Signals
Today’s Change
—

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

About

A daily, trend-filtered momentum rule that rotates between leveraged tech (TQQQ) and a hedged sleeve (BTAL) based on 15-day RSI momentum of AGG vs QQQ, with a 70/30 allocation and SPY trend confirmation.
NutHow it works
Daily, the system checks if SPY is above its long-term trend. If yes, it compares the 15-day momentum of AGG (bonds) and QQQ (tech). If AGG looks stronger, it buys TQQQ (levered tech); otherwise it buys BTAL (hedged). It assigns 70% of the portfolio to the chosen asset and 30% to cash, and rebalances each day.
CheckmarkValue prop
Risk-managed rotation between 3x tech (TQQQ) and hedged BTAL with 30% cash, aiming for ~13.5% oos return and ~0.71 beta vs SPY. Diversifies risk with a different return path than the S&P 500, but may endure larger stress-period drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.650.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
637.94%14.81%-1.77%0.2%0.9
15d AGG vs 15d QQQ | Basic Signals
16,846.47%42.55%1.71%15.63%1.17
Initial Investment
$10,000.00
Final Value
$1,694,647.01
Regulatory Fees
$5,565.53
Total Slippage
$30,764.44
Invest in this strategy
OOS Start Date
Jun 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum/relative-strength, trend-filtered etf rotation, risk-on risk-off, levered tech vs hedged exposure
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"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 11.64%. 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, and options.