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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, tactical switch using ~70% of the portfolio. If the S&P 500 is in an uptrend, it chooses between SPYU (aggressive S&P 500) and FTLS (hedged) based on 15‑day bonds‑vs‑tech strength. If the S&P 500 looks weak, it holds FTLS.
NutHow it works
Each day, it puts about 70% into one of two funds: SPYU (an aggressive S&P 500 fund) or FTLS (a hedged long/short stock fund). First it checks if SPY (the S&P 500) is above its 200‑day average; if not, it parks in FTLS. If SPY is healthy, it compares 15‑day “recent strength” (RSI) of AGG (US bonds) vs QQQ (big tech). If AGG looks stronger, it buys SPYU; otherwise FTLS. Rebalances daily.
CheckmarkValue prop
Out-of-sample: 18.88% annualized return vs SPY’s 18.28%, with a 70% tilt between SPYU and FTLS under a rule-based framework. Daily rebalancing targets disciplined risk control and upside, though downturns can exceed the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.121.530.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
53.76%24.11%1.36%5.73%1.4
15d AGG vs 15d QQQ Replace TQQQ & BTAL w/ SPYU & FTLS | Basic Signals Wash Sale? WM74
122.15%49.29%12.14%40.68%1.3
Initial Investment
$10,000.00
Final Value
$22,215.30
Regulatory Fees
$33.98
Total Slippage
$215.17
Invest in this strategy
OOS Start Date
Jun 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend filter, relative strength, leveraged equity, long/short hedge, daily rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 18.88%. 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, crypto, and options.