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Symphonies
[5%] TQQQ 60D BND, 45D HYG, 2D HYG|EricS|04-09-2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

When bonds trend better than cash and credit markets look steady, go all-in on TQQQ (3x Nasdaq‑100). If not, rotate into the best safe haven among Treasuries (IEF), gold (GLD), or the U.S. dollar (UUP) based on recent performance.
NutHow it works
1) Check if broad bonds (BND) beat T‑bills (BIL) over 60 days. If not, hold the best of IEF/GLD/UUP by 45‑day return. 2) If bonds are OK, look at junk bonds (HYG): if its 45‑day return > -2% OR its 2‑day return ≥ 0%, buy TQQQ. Otherwise, hold the top of IEF/GLD/UUP.
CheckmarkValue prop
Out-of-sample edge: ~34% annualized return vs 23% for the S&P, with a risk-on/risk-off rule that times 3x Nasdaq-100 exposure and rotates to IEF/GLD/UUP in downturns. Strong upside potential with disciplined risk control (0.91 oos Sharpe).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.291.430.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
739.88%14.2%0.54%-0.34%0.86
[5%] TQQQ 60D BND, 45D HYG, 2D HYG|EricS|04-09-2023
69,908.81%50.48%2.12%8.74%1.19
Initial Investment
$10,000.00
Final Value
$7,000,881.00
Regulatory Fees
$17,411.12
Total Slippage
$113,315.57
Invest in this strategy
OOS Start Date
May 23, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, risk-on/risk-off, leveraged equities, credit-based filter, momentum rotation
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 54.22%. 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.