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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

All-in, daily switcher using the S&P 500’s 200‑day trend and a short-term momentum gauge to flip among: 3x long Nasdaq (TQQQ), 3x short Nasdaq (SQQQ), volatility (UVXY), or short-term bonds (BSV). Very aggressive and timing-heavy.
NutHow it works
Tools: SPY=S&P 500; TQQQ=3x Nasdaq-100; SQQQ=3x inverse; UVXY=volatility; BSV=short‑term bonds. RSI: 0–100 gauge of recent buying vs. selling (high=overbought, low=oversold). 1) If SPY > its 200‑day avg → risk‑on; else risk‑off. 2) Risk‑on: if TQQQ RSI>77 → UVXY; else TQQQ. 3) Risk‑off: if TQQQ RSI<32 → TQQQ; else pick higher‑RSI of SQQQ or BSV. Daily, 100% in one.
CheckmarkValue prop
Out-of-sample annualized return ≈44% vs ~21% for the S&P, with a risk-adjusted edge (Sharpe ≈0.92, Calmar ≈0.87). Expect bigger swings (≈50% max drawdown), but tactical leverage and volatility hedges aim to outperform tech-led rallies and volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.771.350.150.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
BorgesFund All-in Long-Short TQQQ | 19022024
12,156,710.09%125.27%-0.39%-2.36%1.66
Initial Investment
$10,000.00
Final Value
$1,215,681,008.59
Regulatory Fees
$1,081,207.10
Total Slippage
$7,767,443.25
Invest in this strategy
OOS Start Date
Feb 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend filter,momentum,mean reversion,leveraged etfs,volatility,tactical allocation
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

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 30.24%. 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, and options.