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

About

Daily, rules-based switch: if the market trends up, buy a leveraged S&P 500 fund (SPYU) when bonds’ 15‑day momentum beats tech’s; otherwise hold a hedged long/short equity ETF (FTLS). If the market trends down, hold FTLS. Allocates ~70%.
NutHow it works
Each day it checks the US stock market trend using SPY (S&P 500): if price is above its 200‑day or 20‑day average, it’s “uptrend”; otherwise “downtrend.” • Downtrend: hold FTLS (a hedged long/short stock fund). • Uptrend: compare 15‑day RSI (a 0–100 recent‑strength score) of AGG (broad US bonds) vs QQQ (big tech). If AGG’s score > QQQ’s, buy SPYU (an S&P 500 fund that magnifies moves); otherwise hold FTLS. Uses ~70% of the account.
CheckmarkValue prop
Out-of-sample: 24.6% annualized vs 17.96% for the S&P, with a tactical hedge and levered equity to capture more upside in trends. Higher growth potential, but expect more volatility and bigger drawdowns than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.111.610.50.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
53.52%21.15%0.54%-0.34%1.29
15d AGG vs 15d QQQ Replace TQQQ & BTAL w/ SPYU & FTLS | Basic Signals Wash Sale? WM74
129.03%44.91%-0.35%2.86%1.22
Initial Investment
$10,000.00
Final Value
$22,903.30
Regulatory Fees
$47.52
Total Slippage
$285.42
Invest in this strategy
OOS Start Date
Jun 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,trend filter,leveraged equity,long/short hedge,etfs,daily rebalance
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 toSPYU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.06%. 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.