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Symphonies
Auto Composer Strat 1 & Risk-on/off Switch & Levered
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily risk‑on/off Nasdaq strategy. In uptrends it holds QQQ or 3× TQQQ; in downtrends it flips to 3× SQQQ or moves to diversifiers like gold (GLD), managed futures (KMLM), anti‑beta (BTAL), or T‑bills (BIL), guided by momentum and RSI.
NutHow it works
Each day it checks: 1) Trend: Is QQQ above its 175‑day average price? If yes = risk‑on; if no = risk‑off. (A moving average is the past‑175‑day average price.) 2) It uses RSI (a 0–100 recent‑strength score) and short‑term performance to pick one holding: QQQ/TQQQ (uptrend), SQQQ (downtrend), or a defensive diversifier—GLD (gold), KMLM (managed futures), BTAL (anti‑beta), or BIL (T‑bills).
CheckmarkValue prop
Out-of-sample edge: about 39% annualized return vs 32% S&P, Sharpe about 2.35, Calmar about 4.94. Nasdaq-based risk-on/off with hedges (GLD, KMLM, BTAL) aims for higher upside and controlled drawdowns, though max drawdown (~7.9%) is higher.

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Invest in this strategy
OOS Start Date
May 14, 2025
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, tactical allocation, trend-following, volatility-aware, leveraged etfs, defensive hedges
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.88%. 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 the symphony, 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, crypto, and options.