Skip to Content
Symphonies
Barebones FTLT v3 - 14 Jul 2006
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule-based switcher that tries to ride Nasdaq uptrends with leverage, fade short-term extremes, and hide in Treasuries or gold when risk is off. It chooses among QLD, QID, TLT, and GLD using simple signals from QQQ and TLT.
NutHow it works
It watches QQQ (big tech). If QQQ’s recent swings are huge, it moves to TLT (Treasury bonds). If QQQ looks washed out (RSI, a 0–100 “heat” gauge, is <30), it buys QLD (2× QQQ). If QQQ is red‑hot (RSI >80), it buys QID (−2× QQQ). Otherwise, if QQQ’s 6‑month momentum beats Utilities (XLU), it buys QLD. If not, it hides in TLT or GLD: if TLT is trending up, it picks the weaker of TLT/GLD over the past week; else it holds GLD.
CheckmarkValue prop
Out-of-sample annualized return ~33% vs SPY ~22%, with ~20% max drawdown and Calmar ~1.68. A rules-based, regime-switching strategy capturing Nasdaq rallies with leverage while defending with bonds/gold—stronger growth with disciplined risk vs the S&P 500.

Loading backtest data...

Invest in this strategy
OOS Start Date
Sep 8, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, qqq-focused, trend + mean reversion, risk-on/risk-off, leveraged etfs, bonds/gold defense
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 toGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Barebones FTLT v3 - 14 Jul 2006" has returned 30.76%. 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.