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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

A daily‑tactical plan: keep ~20% cash; with the rest, ride 2x Nasdaq (QLD) when the S&P 500 is in an uptrend—unless things look overheated, then hold SHV (cash‑like). In downtrends, usually hold PSQ (inverse Nasdaq) but flip to QLD on oversold rebounds.
NutHow it works
It uses a simple roadmap: Is the S&P 500 (SPY) above its 200‑day average? If yes, it rides the Nasdaq‑100 with QLD (a 2x version of QQQ) unless the market looks overheated, then it parks in SHV (short‑term Treasuries). “Overheated” is judged by a 10‑day RSI, a 0–100 gauge of recent speed of gains; very high (around 80) = hot. If SPY is below its 200‑day average, it usually holds PSQ (moves opposite QQQ), but flips to QLD when the Nasdaq looks washed‑out (very low RSI) to catch rebounds. About 20% stays in cash. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: higher risk-adjusted gains than SPY—~67% annualized vs 20%; Sharpe ~1.50 vs ~1.16; Calmar ~2.0. Leverages Nasdaq in uptrends with cash hedges for stronger growth with disciplined risk.

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Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, rsi signals, leveraged etfs, inverse etfs, nasdaq-focused, daily rebalancing
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 59.06%. 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.