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Symphonies
60d OB TEST w/200d Check with QQQ
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based ETF strategy: risk-on only when SPY is above its 200‑day average; otherwise hold T‑bills. In risk-on, hold QQQ unless SPY is “overbought,” then switch to TQQQ or RWM based on QQQ’s short-term trend.
NutHow it works
Daily, rules-based. 1) If SPY (S&P 500 fund) is above its 200‑day average, take risk; otherwise hold BIL (T‑bills). 2) In risk: If SPY’s 60‑day RSI (speed of recent gains vs losses) > 60, check QQQ (Nasdaq‑100): if its 5‑day EMA < 10‑day EMA (short‑term weak), buy TQQQ (3× QQQ); else buy RWM (short small caps). If RSI ≤ 60, buy QQQ. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, the strategy aims for growth near SPY (~17.8% vs 18.5%), with lower beta (~0.57) and an embedded cash sleeve for risk control. Diversification-focused core that complements SPY, not a pure replacement.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.480.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
822.53%14.58%0.09%13.88%0.88
60d OB TEST w/200d Check with QQQ
2,349.64%21.64%6.09%31.2%1.26
Initial Investment
$10,000.00
Final Value
$244,964.44
Regulatory Fees
$499.34
Total Slippage
$3,894.85
Invest in this strategy
OOS Start Date
Jun 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, momentum and mean‑reversion, etf rotation, risk‑on/risk‑off, leveraged etfs, inverse etfs
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RWM
ProShares Short Russell2000
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.

"60d OB TEST w/200d Check with QQQ" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"60d OB TEST w/200d Check with QQQ" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "60d OB TEST w/200d Check with QQQ" has returned 17.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "60d OB TEST w/200d Check with QQQ" is 27.43%. 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 "60d OB TEST w/200d Check with QQQ", 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.