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

About

A rules‑driven “risk switch” that rotates among 2x Nasdaq (QLD), −2x Nasdaq (QID), Treasuries (TLT), and Gold (GLD) using volatility spikes, overbought/oversold, trend, and sector strength to choose offense or defense. Uses leveraged ETFs.
NutHow it works
It watches the Nasdaq‑100 (QQQ). If short‑term volatility spikes, it parks in long‑term US Treasuries (TLT). Otherwise: if QQQ looks washed‑out (strong recent selling), buy 2x Nasdaq (QLD); if overheated, use −2x Nasdaq (QID). If neither, if QQQ beats Utilities (XLU) over ~6 months, hold QLD; else use bonds/gold: if bonds trend up, buy the recent laggard of TLT vs Gold (GLD); if bonds trend down, hold GLD.
CheckmarkValue prop
Sharper growth with risk-aware rotations across QLD/QID, TLT, and GLD. OOS annual return 34.4% vs S&P 22.8%, Calmar 1.74, strong risk-adjusted upside, and volatility gates help manage risk during spikes. Higher upside, defined risk control.

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Invest in this strategy
OOS Start Date
Sep 8, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical rotation, risk-on/risk-off, leveraged etfs, momentum, mean reversion, volatility filter, bonds, gold
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.

"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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Barebones FTLT v3 - 14 Jul 2006" has returned 34.42%. 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, crypto, and options.