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Symphonies
Actually QQQ Simply Off
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Own QQQ most of the time. When QQQ’s week is extremely volatile, rotate fully into either GLD (gold) or TLT (long Treasuries), choosing the one that’s more oversold over ~10 days (lower RSI). Switch back to QQQ when conditions cool.
NutHow it works
Default: hold QQQ, an ETF of large tech‑heavy Nasdaq‑100 stocks. Each day it checks how “wild” QQQ’s last week was (a volatility test). If it’s unusually high, it switches 100% into a single safety asset: GLD (gold) or TLT (long U.S. Treasury bonds). It picks the one with the lower 10‑day RSI—a quick score of recent moves; lower means it has fallen more and may bounce. When volatility calms, it returns to QQQ.
CheckmarkValue prop
Out-of-sample annualized return ~25.8% vs S&P ~20.3%; Calmar ~1.20, Sharpe ~1.27. Core QQQ with a volatility-triggered switch to GLD or TLT aims for higher upside with risk control; note drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.890.680.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
733.18%10.49%-1.77%0.2%0.62
Actually QQQ Simply Off
2,607.06%16.79%0.33%0.61%0.86
Initial Investment
$10,000.00
Final Value
$270,705.61
Regulatory Fees
$73.89
Total Slippage
$504.98
Invest in this strategy
OOS Start Date
Jul 15, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical etf rotation, volatility trigger, mean reversion, qqq, gld, tlt, defensive switch
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
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.

"Actually QQQ Simply Off" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Actually QQQ Simply Off" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Actually QQQ Simply Off" has returned 22.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Actually QQQ Simply Off" is 21.54%. 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 "Actually QQQ Simply Off", 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.