Skip to Content
200d MA 3x Leverage
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily 3x-leverage rotation: trend filter via TQQQ vs 200dMA; if uptrend, use UVXY if RSI(10) on TQQQ > 79, else TQQQ; if not uptrend, enter TECL if RSI(10) < 31, else pick top RSI among BSV and SQQQ. Rebalanced daily with equal weighting across the chosen asset.
NutHow it works
Every trading day the system checks: (a) is TQQQ trading above its 200-day average? If yes, it tends to use a Nasdaq-tech levered exposure. If the 10-day RSI on TQQQ is very high (above 79), it slides into UVXY as a volatility hedge; otherwise it stays with TQQQ. (b) If TQQQ is not above its 200-day average, the system looks for oversold momentum: if the 10-day RSI on TQQQ is below 31, it goes into TECL (3x tech bull). If that condition isn’t met, it selects one asset from the hedge/bond group (BSV or SQQQ) using a top RSI ranking. The chosen asset is held (or weighted) for that day, and the process repeats every trading day. The goal is to ride uptrends with leveraged tech exposure while rotating into hedges or bonds when momentum or trend weakens. Notes: RSI is a momentum gauge; 200d MA is a long-term trend guide; UVXY is a volatility-related ETF (risk hedging); SQQQ is an inverse Nasdaq ETF; BSV is a short-term bond ETF; TECL is a 3x tech bull ETF; TQQQ is a 3x Nasdaq-100 bull ETF.
CheckmarkValue prop
Out-of-sample edge: ~66% annualized return vs SPY ~20%; Sharpe ~1.18, Calmar ~1.48. Dynamic 3x Nasdaq exposure with trend/momentum rotations and hedges aims for stronger upside in uptrends, with higher drawdowns risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.771.230.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
667.41%15.19%-2.02%-1.16%0.93
8,918,166.32%120.53%-19.4%-25.42%1.62
Initial Investment
$10,000.00
Final Value
$891,826,631.70
Regulatory Fees
$1,103,287.82
Total Slippage
$7,926,498.06
Invest in this strategy
OOS Start Date
Jun 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Leverage, trend-following, momentum, rotation, hedging, etf-based
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"200d MA 3x Leverage" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"200d MA 3x Leverage" is currently allocated toSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "200d MA 3x Leverage" has returned 47.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "200d MA 3x Leverage" is 44.78%. 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 "200d MA 3x Leverage", 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.