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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

Daily, a SPY trend gate controls risk. When allowed, it buys TQQQ if bonds have been stronger than tech (a buy‑the‑dip signal); otherwise it parks in defensive BTAL. Roughly 70% is active and 30% remains in cash.
NutHow it works
It rebalances daily. First it checks if the U.S. market (SPY) is healthy: ideally its short‑term average is above its 200‑day average; failing that, it still allows risk if SPY is above its 20‑day average. If allowed, it compares 15‑day “heat” (RSI) of bonds (AGG) vs tech stocks (QQQ). If bonds look hotter, it buys TQQQ (a 3× QQQ fund, very aggressive). If tech looks hotter, it holds BTAL (a defensive, market‑neutral fund). About 30% stays in cash.
CheckmarkValue prop
A risk-managed sleeve to SPY: 70/30 active/cash with BTAL/TQQQ signals. Diversifies risk and offers a different risk/return profile. In out-of-sample, ~13.5% annualized, Sharpe ~0.52, max drawdown ~53% vs SPY ~19%.
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
649.52%14.96%0.54%-0.34%0.91
15d AGG vs 15d QQQ | Basic Signals
17,060.4%42.79%4.53%12.01%1.17
Initial Investment
$10,000.00
Final Value
$1,716,040.34
Regulatory Fees
$5,512.47
Total Slippage
$30,424.02
Invest in this strategy
OOS Start Date
Jun 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, trend filter, mean reversion, risk-on/risk-off, leveraged etf, defensive hedge
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 toTQQQ. 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 12.68%. 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.