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Symphonies
15d AGG vs 15d QQQ Replace TQQQ & BTAL w/ SPYU & FTLS | Basic Signals Wash Sale? WM74
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switch between SPYU (2× S&P 500) and FTLS (hedged long/short). It checks S&P 500 trends, then compares 15‑day strength of bonds (AGG) vs big‑tech (QQQ). If bonds look stronger, it goes SPYU; else FTLS. Target weight: 70%.
NutHow it works
Each day it asks: Is the S&P 500 (SPY) above its long‑term average (200‑day) or at least its 20‑day average? If yes, it compares a 15‑day “strength score” (RSI: higher = stronger recent gains) of bonds (AGG) vs big‑tech (QQQ). If bonds’ score is higher, buy SPYU (2× S&P 500). Otherwise, or when SPY is weak, hold FTLS (a hedged long/short stock fund). About 70% of the portfolio uses this.
CheckmarkValue prop
Regime-driven 70% sleeve switching between SPYU (2x S&P) and FTLS, guided by bond/tech momentum and trend filters. OOS return ~19.16% vs SPY 18.65%, with diversification upside; but higher volatility and drawdowns (~46%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.071.560.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
69.16%23.16%1.36%13.5%1.4
15d AGG vs 15d QQQ Replace TQQQ & BTAL w/ SPYU & FTLS | Basic Signals Wash Sale? WM74
144.81%42.58%2.19%11.95%1.18
Initial Investment
$10,000.00
Final Value
$24,480.59
Regulatory Fees
$45.37
Total Slippage
$327.15
Invest in this strategy
OOS Start Date
Jun 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend filter, momentum (rsi), leveraged equity, long/short hedge, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYU
MAX S&P 500 4x Leveraged ETN
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toFTLS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 46.08%. 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 the symphony, 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.