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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 that switch among QQQ, 2x QLD, inverse PSQ, SPY, and SHY using long‑term trend, short‑term “heat” (RSI), and moving‑average crossovers. Goal: ride tech uptrends, hedge or go inverse in chop, and buy sharp dips in downtrends.
NutHow it works
It rotates among: QQQ (big tech: AAPL/GOOG/TSLA), QLD (2x QQQ), PSQ (moves opposite QQQ), SPY (S&P 500), SHY (short‑term Treasuries). 1) If SPY is above its 200‑day average, hold QQQ unless QQQ is very hot (RSI>81) → PSQ. 2) If below: if QQQ is washed out (RSI<30) → QLD; else if SPY is washed out → SPY; else size QQQ vs PSQ/SHY using 4/6/20‑day averages to avoid whipsaws (pick PSQ or SHY by stronger recent RSI). RSI=0–100 “heat”; moving average=recent‑price average.
CheckmarkValue prop
Out-of-sample edge: ~32.4% annualized return vs SPY ~23.3%, Calmar ~1.28 and Sharpe ~1.31. Dynamic tech exposure with hedges aims for higher long-run growth; be prepared for larger drawdowns (~25% vs SPY’s ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.740.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
641.3%10.7%-4.19%-3.74%0.62
Anti-chop QLD For The Long Term
46,250.92%36.54%4.86%4%1.41
Initial Investment
$10,000.00
Final Value
$4,635,092.07
Regulatory Fees
$6,480.40
Total Slippage
$42,153.56
Invest in this strategy
OOS Start Date
Nov 4, 2022
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical allocation, trend following, momentum, mean reversion, hedging, leveraged/inverse etfs
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 toSHY. 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 30.79%. 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 25.30%. 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.