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Symphonies
Boring | Deez | 6JUL2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Times the Nasdaq‑100 using RSI extremes and trend checks. At extremes: 3x short if too hot, 3x long if too cold. Otherwise blends 1x/2x/3x QQQ or T‑bills across three trend horizons.
NutHow it works
QQQ (Nasdaq‑100) is the thermometer. RSI is a 0–100 “heat meter” of recent moves: very hot (≥73) → go short with SQQQ (3x inverse QQQ). Very cold (≤27) → buy TQQQ (3x long) for a bounce. Otherwise, split the portfolio into 3 equal parts and check trends: if short‑term is up → TQQQ; if medium‑term is up → QLD (2x); if long‑term is up → QQQ (1x). Any part not trending parks in BIL (T‑bills).
CheckmarkValue prop
Out-of-sample edge: 33.1% annualized return vs 21.2% for the S&P, with smaller max drawdown (13.9% vs 18.8%) and a strong Calmar of 2.37. A Nasdaq‑100 timing strategy that captures more upside while actively limiting losses.

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Invest in this strategy
OOS Start Date
Jul 6, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Nasdaq-100 timing, leveraged etfs, rsi + moving averages, tactical risk-on/risk-off, trend-following + mean-reversion
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Boring | Deez | 6JUL2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Boring | Deez | 6JUL2023" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Boring | Deez | 6JUL2023" has returned 29.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Boring | Deez | 6JUL2023" is 13.94%. 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 "Boring | Deez | 6JUL2023", 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.