Skip to Content
Symphonies
bsmr230105 | TQQQ or not | BlackSwan MeanRev BondSignal
Today’s Change
—

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

About

A fast “risk‑on/risk‑off” switch among TQQQ (3x Nasdaq), BIL (T‑Bills/cash), and UVXY (volatility). It buys TQQQ in uptrends or after oversold dips, goes to BIL when risk rises, and briefly buys UVXY at extreme overbought or post‑crash bounce points.
NutHow it works
It rotates among: TQQQ=3x Nasdaq, BIL=T‑Bills (cash‑like), UVXY=VIX/volatility. Daily checks: If TQQQ is extremely “hot” (RSI, a short‑term hot/cold gauge, is very high) → UVXY. If TQQQ plunged (~−12%/6 days) → after a big 1‑day rebound buy UVXY; else if “cold” (low RSI) buy TQQQ; else buy TQQQ only if long‑bond risk looks calm, otherwise BIL. In normal times: if QQQ drawdown or bond turmoil → BIL; else if price > 25‑day average → TQQQ; else use stock‑vs‑bond strength to pick TQQQ or BIL.
CheckmarkValue prop
OOS annualized return 42.50% vs SPY 17.73%; Sharpe ~0.94; Calmar ~1.20; max drawdown 35.54% vs 18.76%; 437 days tested. Strong upside with risk controls via tactical risk-on/off, offering superior risk-adjusted growth vs S&P.

Loading backtest data...

Invest in this strategy
OOS Start Date
Sep 21, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, volatility hedge, nasdaq focus, leveraged etfs, risk management
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 42.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.54%. 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.