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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

Allocates 70% between TQQQ (3x Nasdaq‑100) and BTAL (defensive long/short) using a SPY 200‑day trend guardrail and a 15‑day bond‑vs‑tech strength check. If SPY is weak, hold BTAL; otherwise, pick TQQQ when bonds lead, BTAL when tech leads.
NutHow it works
Daily, it first checks if the U.S. stock market (SPY) is trending above its long-term average. If not on both short looks, it holds BTAL (defensive). Otherwise, it compares 15‑day “strength scores” (RSI): if bonds (AGG) score higher than tech (QQQ), it buys TQQQ; else it holds BTAL. About 30% stays in cash.
CheckmarkValue prop
Out-of-sample: ~13.5% annualized return, alpha ≈0.08%, Sharpe ≈0.52, Calmar ≈0.26, beta ≈0.71. Regime-aware tech/defensive exposure adds diversification and potential steadier risk-adjusted gains beyond the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, trend filter, risk-on/risk-off, leveraged equity, defensive long/short, daily rebalance
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.