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Symphonies
Anti-chop QLD For The Long Term
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based switching among QLD (2x Nasdaq‑100), QQQ, PSQ (inverse QQQ), and SHY using a market trend filter plus short-term “heat” (RSI) and moving averages. Aim: ride uptrends, buy deep dips, and get defensive to avoid chop in declines.
NutHow it works
1) Big trend check: Is SPY above its 200‑day average (price vs its last‑200‑day average)? If yes, hold QLD (2x Nasdaq‑100) unless QQQ’s 10‑day RSI—a 0–100 “heat” score of recent ups vs downs—is >81; then hold PSQ (inverse QQQ). 2) If SPY is below: if QQQ’s RSI<30 (washed‑out), buy QLD for a bounce; else blend QQQ with PSQ or SHY (1–3yr Treasuries). As 4‑ & 6‑day averages move above the 20‑day, increase QQQ. Pick PSQ vs SHY by the higher 10‑day RSI.
CheckmarkValue prop
Value proposition: Out-of-sample, this regime-driven strategy delivers ~58.4% annualized return with Calmar ~1.61, outperforming SPY on risk-adjusted upside. It rides Nasdaq uptrends via QLD/QQQ and defends in chop with PSQ/SHY.

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Invest in this strategy
OOS Start Date
Mar 11, 2023
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, mean reversion, market timing, nasdaq-100, leveraged etfs, risk management
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"Anti-chop QLD For The Long Term" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Anti-chop QLD For The Long Term" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Anti-chop QLD For The Long Term" has returned 49.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Anti-chop QLD For The Long Term" is 36.32%. 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 "Anti-chop QLD For The Long Term", 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.