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Symphonies
Beat The Market V2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switch between QQQ (big tech) and SHY (short‑term Treasurys). Own QQQ when the market trend is up, unless QQQ is overheated or too volatile. In weak trends, only buy QQQ on sharp dips or short‑term strength; otherwise hold SHY.
NutHow it works
Each day it holds either QQQ (large tech stocks) or SHY (short‑term US Treasury bonds). 1) Trend: If SPY’s 21‑day average price is above its 210‑day average (uptrend), prefer QQQ; else prefer SHY. A moving average is a recent‑price average. 2) Tuning: If QQQ looks overheated (RSI—0–100 gains vs losses—high) or too jumpy (volatility), use SHY. In weak trends, buy QQQ only on sharp dips (very low RSI) or a brief SPY pop. Rebalances daily.
CheckmarkValue prop
Out-of-sample return 33.5% vs 23.2% for the S&P, with Sharpe 1.71 vs 1.44 and Calmar 1.73. Daily trend-driven switch between QQQ and SHY targets higher risk-adjusted upside and smarter drawdown control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.640.460.68
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1,126.92%11.22%0.54%-0.34%0.66
Beat The Market V2
11,266.5%22.24%1.99%-2.52%1.23
Initial Investment
$10,000.00
Final Value
$1,136,650.02
Regulatory Fees
$2,405.11
Total Slippage
$16,350.81
Invest in this strategy
OOS Start Date
Dec 20, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, volatility control, daily rebalancing, us equities, treasurys, tech tilt
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
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.

"Beat The Market V2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Beat The Market V2" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Beat The Market V2" has returned 30.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Beat The Market V2" is 19.34%. 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 "Beat The Market V2", 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.