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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, trend-first Nasdaq tactic: long 2x QQQ in uptrends, short QQQ in downtrends, with cash parking when markets look overheated and contrarian longs on sharp selloffs. Uses about 80% of capital; the rest stays in cash.
NutHow it works
Each day it checks if the S&P 500 (SPY) is above its 200‑day average. If yes, it buys 2x Nasdaq‑100 (QLD) unless a short‑term “too hot” reading (RSI) on major indexes/sectors warns of a pullback, then it parks in T‑bills (SHV). If SPY is below, it usually holds −1x Nasdaq (PSQ), but flips to QLD if the selloff looks washed‑out or the short looks overheated. RSI is a short‑term speed‑of‑move score (high=too hot, low=washed‑out). Runs on ~80% of the portfolio.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.60 vs ~1.15, Calmar ~2.24, OOS annualized return ~75.8% vs ~20.5% S&P. Regime-based Nasdaq tilt with cash hedges seeks bigger, steadier upside with controlled risk.
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
582.75%10.71%1.36%5.73%0.61
2007 FTLT
797,155.46%60.96%0.41%10.73%1.45
Initial Investment
$10,000.00
Final Value
$79,725,546.14
Regulatory Fees
$133,135.15
Total Slippage
$932,906.76
Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mean reversion, tactical allocation, leveraged nasdaq, inverse etfs, rsi-based, moving-average filter, daily rebalance, risk management
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.

"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 75.78%. 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, crypto, and options.