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Symphonies
30D QQQ RSI < 40% w/ Recession Filter
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily “buy the dip in QQQ” with a trend safety check. If QQQ looks weak, switch from SPY into QQQ—use 3x TQQQ only when the long‑term trend is up; otherwise stick to regular QQQ. Default is SPY when QQQ isn’t weak.
NutHow it works
Each day the strategy checks the Nasdaq‑100 (QQQ). If its 30‑day “strength” gauge (RSI) is under 40, it buys the dip: if the long‑term trend is up, it goes aggressive with TQQQ (3x QQQ); if the trend is weak, it uses regular QQQ. If RSI is 40 or higher, it stays in SPY. Long‑term trend = QQQ’s 100‑day average price above its 200‑day average.
CheckmarkValue prop
Out-of-sample, this strategy targets ~49.5% ann. return vs SPY ~35.8%, with Calmar ~1.77, signaling favorable risk-adjusted upside. It uses a disciplined, trend-filtered dip approach (leveraged QQQ only in uptrends). Expect higher drawdowns (~28%).

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Invest in this strategy
OOS Start Date
Mar 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, etf rotation, mean reversion, trend filter, risk-on/off, leverage-aware, us equities
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.

"30D QQQ RSI < 40% w/ Recession Filter" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"30D QQQ RSI < 40% w/ Recession Filter" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "30D QQQ RSI < 40% w/ Recession Filter" has returned 49.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "30D QQQ RSI < 40% w/ Recession Filter" is 27.89%. 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 "30D QQQ RSI < 40% w/ Recession Filter", 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.