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

About

Buys Nasdaq-100 on dips: if QQQ looks oversold (30‑day RSI < 40), buy QQQ—use 3× TQQQ only when the long‑term trend is up. Otherwise hold SPY. Rebalanced daily; concentrated tech exposure during dips, broader market otherwise.
NutHow it works
- Each day, check QQQ’s 30‑day “RSI” score, a 0–100 gauge of recent price weakness/strength. Below 40 means it’s been weak (a dip). - If RSI < 40: check QQQ’s long‑term trend (is the 100‑day average price above the 200‑day?). If yes, buy TQQQ (a 3× version of QQQ). If not, buy QQQ. - If RSI ≥ 40: hold SPY. - Only one ETF is held at a time.
CheckmarkValue prop
Out-of-sample annualized return ~43% vs S&P ~32%; Calmar ~1.55 signals strong risk-adjusted edge. Nasdaq-dip strategy uses RSI <40 plus a MA trend filter and leverages on uptrends—only one ETF at a time. Expect higher drawdowns (~28%) than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.081.280.730.85
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
726.91%14.06%-1.77%0.2%0.85
30D QQQ RSI < 40% w/ Recession Filter
4,149.83%26.29%-1.77%0.2%1.03
Initial Investment
$10,000.00
Final Value
$424,983.19
Regulatory Fees
$398.31
Total Slippage
$2,018.72
Invest in this strategy
OOS Start Date
Mar 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, trend following, etfs, leveraged etfs, equities-only
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"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 31.74%. 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, and options.