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Symphonies
Barebones FTLT v3 - 14 Jul 2006
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one-ETF-at-a-time switcher. It reads Nasdaq-100 conditions to go 2x long (QLD), 2x short (QID), or move to safety (TLT or GLD) using volatility, overbought/oversold gauges, a strength check vs Utilities, and a bonds-vs-gold fallback.
NutHow it works
Signals come from QQQ (Nasdaq-100). 1) If 10-day swings are extreme, hide in TLT (long US Treasuries). 2) If QQQ looks washed-out (RSI<30, a heat gauge), buy QLD (2x QQQ). 3) If overheated (RSI>80), use QID (-2x QQQ). 4) Else, if QQQ’s 6-month strength beats XLU (Utilities), use QLD. 5) Otherwise: if bonds trend up (TLT 10-EMA>200-EMA), pick the recent laggard of TLT vs GLD (gold); if bonds trend down, hold GLD. Always 1 ETF.
CheckmarkValue prop
Out-of-sample edge: ~33% annualized return vs SPY ~22%, with Calmar ~1.68. Nasdaq-100–driven, tactical strategy uses 2x levered bets and hedges (bonds/gold) to chase bigger gains while defending against drawdowns—better upside, vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.710.20.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
693.8%11.14%-0.15%0.4%0.64
Barebones FTLT v3 - 14 Jul 2006
99,031.21%42.17%7.28%0.46%1.28
Initial Investment
$10,000.00
Final Value
$9,913,121.10
Regulatory Fees
$24,080.58
Total Slippage
$162,324.23
Invest in this strategy
OOS Start Date
Sep 8, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, nasdaq-100 timing, leveraged etfs, trend-following, mean reversion, volatility filter, risk-on/risk-off, treasuries, gold
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLU
State Street Utilities Select Sector SPDR 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.

"Barebones FTLT v3 - 14 Jul 2006" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Barebones FTLT v3 - 14 Jul 2006" is currently allocated toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Barebones FTLT v3 - 14 Jul 2006" has returned 30.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Barebones FTLT v3 - 14 Jul 2006" is 19.75%. 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 "Barebones FTLT v3 - 14 Jul 2006", 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.