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Symphonies
(C) QLD For The Long Term (62% APY 38.7% DD) 2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rules to own 2x Nasdaq (QLD) in uptrends and hide in Treasuries or inverse Nasdaq (PSQ/QID) in downtrends. Buys 2x tech (ROM) on sharp oversold dips and takes profit to bonds when markets get overly hot.
NutHow it works
Goal: ride tech rallies, cut risk fast in selloffs. It watches trend lines (20/200‑day) and RSI—a short‑term 0‑100 “hot/cold” meter (under 30=cold, over 80=hot). Risk‑on: own 2x Nasdaq (QLD) or the stronger of QQQ vs semis (SMH)/2x semis (USD). Very cold: buy 2x tech (ROM). Too hot or downtrending/deep drawdowns: move to Treasuries (TLT/IEF/SHV) or inverse Nasdaq (PSQ −1x, QID −2x). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~60% annualized return vs ~23% for the S&P, with Sharpe ~1.46 and Calmar ~1.86. A rules-based strategy that leverages tech rallies (2x Nasdaq) and hedges with Treasuries/inverse ETFs for bigger gains with controlled drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.451.10.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
582.34%14.83%1.36%5.73%0.91
(C) QLD For The Long Term (62% APY 38.7% DD) 2007
224,304.45%74.29%-0.27%15.25%1.73
Initial Investment
$10,000.00
Final Value
$22,440,444.71
Regulatory Fees
$48,108.37
Total Slippage
$332,070.37
Invest in this strategy
OOS Start Date
Apr 6, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged nasdaq trend-following, tactical risk-on/off, crash protection, rsi, moving averages, treasuries, inverse etfs, 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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 60.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.36%. 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.