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Symphonies
BorgesFund All-in Long-Short TQQQ | 19022024
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it rides tech with TQQQ in uptrends, flips to UVXY when TQQQ looks overheated, and in downtrends either buys a dip in TQQQ or switches to SQQQ (short tech) or BSV (bonds) based on short‑term strength.
NutHow it works
Tickers: TQQQ=3x Nasdaq‑100; SQQQ=−3x; UVXY=VIX futures; BSV=short‑term bonds; SPY=S&P 500. RSI: 0–100 speedometer; >70 hot, <30 washed out. 200‑day average = long‑term trend line. Daily: If SPY > its 200‑day avg: hold TQQQ, unless TQQQ’s 11‑day RSI >77, then hold UVXY. If SPY ≤ its 200‑day avg: if TQQQ RSI <32 hold TQQQ; else hold the higher‑RSI of SQQQ or BSV. All‑in, one holding at a time.
CheckmarkValue prop
Out-of-sample, this strategy targets ~47% annualized return vs ~21% for the S&P, with Calmar 0.92 and Sharpe 0.94. It rides tech uptrends, times volatility spikes, and pivots to hedges for stronger compounding than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.81.330.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
BorgesFund All-in Long-Short TQQQ | 19022024
13,990,305.31%131.12%-0.05%25.81%1.7
Initial Investment
$10,000.00
Final Value
$1,399,040,530.76
Regulatory Fees
$1,081,210.99
Total Slippage
$7,767,475.12
Invest in this strategy
OOS Start Date
Feb 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi, 200-day ma, leveraged etfs, long/short nasdaq-100, volatility timing, momentum & mean reversion, daily rebalance
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 46.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 50.63%. 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.