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Symphonies
2007 FTLT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, ~80% toggles among 2× Nasdaq (QLD), T‑bills (SHV), or inverse Nasdaq (PSQ): uptrend = ride QLD unless things look too hot; downtrend = hedge with PSQ unless washed‑out, then try a bounce with QLD. ~20% remains in cash.
NutHow it works
First, check if SPY (S&P 500) is above its long‑term avg (~200‑day). If yes, hold QLD (a 2× version of QQQ, the Nasdaq‑100) unless several indexes read “too hot” on a short‑term heat gauge (RSI); then park in SHV (T‑bills). If SPY is below its avg, usually hold PSQ (inverse QQQ) but briefly flip to QLD when prices look washed‑out or start to rebound. About 20% stays in cash. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted returns vs the S&P: about 67% annualized vs ~20%, Sharpe ~1.50 vs ~1.16, and Calmar ~2.0. It blends leveraged Nasdaq (QLD), inverse Nasdaq (PSQ), and cash with disciplined risk rules.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.930.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
585.54%10.6%-0.15%0.4%0.61
2007 FTLT
795,047.46%59.99%2.93%-0.26%1.44
Initial Investment
$10,000.00
Final Value
$79,514,745.85
Regulatory Fees
$146,244.39
Total Slippage
$1,026,836.07
Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, rsi-based timing, nasdaq-focused, leveraged etfs, hedging, daily rebalance
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
IYY
iShares Dow Jones U.S. ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
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.

"2007 FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2007 FTLT" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2007 FTLT" has returned 62.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2007 FTLT" is 33.83%. 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 "2007 FTLT", 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.