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Symphonies
30D QQQ RSI < 40% +Staple My Bonds (38,23,2010)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Contrarian, daily-tactical: buy 3× Nasdaq (TQQQ) when QQQ looks oversold; otherwise sit in a defensive asset (consumer staples or bonds) that’s currently most oversold. Very high risk when in TQQQ; frequent trading.
NutHow it works
Each day it checks a “recent weakness” score (RSI, 0–100) on QQQ, an index fund of big tech-focused Nasdaq-100. If that 30‑day score is below 40 (QQQ has been weak), it buys TQQQ, a 3× version of QQQ, aiming for a rebound. Otherwise it holds a defensive fund: either XLP (everyday‑goods companies) or VBF (investment‑grade bonds), picking the one that looks more beaten‑down over the last 10 days (lower RSI). Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return ~29%; a rule-based system that leverages TQQQ on QQQ weakness and rotates to XLP/VBF when not weak. Potentially higher upside than the S&P with Calmar ~1.29, but ~23% max drawdown and higher volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.780.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
777.8%14.4%6.16%5.09%0.87
30D QQQ RSI < 40% +Staple My Bonds (38,23,2010)
14,840.67%36.34%5.28%4.44%1.38
Initial Investment
$10,000.00
Final Value
$1,494,066.64
Regulatory Fees
$8,707.94
Total Slippage
$50,679.35
Invest in this strategy
OOS Start Date
Mar 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Rsi mean reversion, tactical allocation, leveraged tech, sector/bond rotation, daily rebalanced
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.66%. 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 the symphony, 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.