Skip to Content
Symphonies
A Momentary Lapse of Reason
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rotates among TQQQ (3x Nasdaq‑100), SPY, and BTAL using a long‑term trend test, an overbought/oversold gauge (RSI) on SPY, and a short‑term return comparison. Aims to ride strength and defend in weak or overheated markets. Daily rebalance.
NutHow it works
Uses three funds: TQQQ (triple‑leveraged Nasdaq‑100, very aggressive), SPY (S&P 500), and BTAL (defensive long/short). - If TQQQ is above its 200‑day average price (a simple long‑term uptrend test): hold 50% TQQQ + 50% BTAL. - Otherwise: if SPY’s RSI is <30 (oversold), buy TQQQ; if >80 (overbought), buy BTAL; else own whichever of BTAL or SPY had the stronger 20‑day average return. Rebalances daily.
CheckmarkValue prop
Out-of-sample Calmar 2.58 and OOS Sharpe ~1.31 indicate strong risk-adjusted upside vs SPY. A tactical barbell (TQQQ upside with BTAL hedge) plus SPY/BTAL tilts and daily rebalancing for resilience in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.970.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
666.56%15.1%6.16%5.09%0.92
A Momentary Lapse of Reason
9,362.52%36.91%17.73%7.19%1.27
Initial Investment
$10,000.00
Final Value
$946,252.24
Regulatory Fees
$1,119.75
Total Slippage
$6,011.94
Invest in this strategy
OOS Start Date
Aug 5, 2025
Trading Setting
Daily
Type
Stocks
Category
Equities, momentum, trend-following, tactical rotation, leveraged etf, market-neutral, rsi, moving averages, daily rebalance
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
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.

"A Momentary Lapse of Reason" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"A Momentary Lapse of Reason" is currently allocated toBTALandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "A Momentary Lapse of Reason" has returned 17.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "A Momentary Lapse of Reason" is 18.21%. 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 "A Momentary Lapse of Reason", 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.