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30/80 Buy/Sell isn't a thing
Today’s Change

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

About

Daily switch: buy 3× Nasdaq‑100 only when it’s deeply oversold (RSI<30); otherwise stay in short‑term T‑bills. High potential upside on rebounds, high risk when in TQQQ.
NutHow it works
Each day it checks a 10‑day RSI on QQQ (a big‑tech Nasdaq‑100 fund). RSI is a 0–100 gauge of recent ups vs downs; below 30 means “very beaten down.” If RSI < 30, it buys TQQQ (a 3× daily version of QQQ, very volatile). Otherwise it sits in BIL (short‑term T‑bills, cash‑like).
CheckmarkValue prop
Out-of-sample: 25.29% annualized vs SPY 22.43%; mostly in cash, only 3x Nasdaq-100 on deep dips. Calmar 1.12 signals solid risk-adjusted efficiency; drawdown higher (22.7% vs 18.8%), yet rebounds amplified.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.140.450.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
752.64%14.43%2.19%5.01%0.87
1,698.75%19.92%0.32%3.15%0.95
Initial Investment
$10,000.00
Final Value
$179,875.18
Regulatory Fees
$403.76
Total Slippage
$1,574.20
Invest in this strategy
OOS Start Date
Aug 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, mean reversion, nasdaq-100, leveraged etfs, t-bills/cash
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"30/80 Buy/Sell isn't a thing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"30/80 Buy/Sell isn't a thing" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "30/80 Buy/Sell isn't a thing" has returned 25.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "30/80 Buy/Sell isn't a thing" is 22.67%. 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 "30/80 Buy/Sell isn't a thing", 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.