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Symphonies
Cautious Fund Surfing | SPY vs. SHY | 3x | TQQQ
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys TQQQ (3× Nasdaq-100) only during calm market pullbacks; otherwise parks in USFR (cash-like Treasuries). It splits money into 15 equal slices using multiple time windows and volatility cutoffs to scale risk in or out.
NutHow it works
Your money is split into 15 slices. Each slice checks two things over the last 3–8 weeks: (1) Is the stock market (SPY) quiet or jumpy? If jumpy, that slice sits in USFR (cash-like Treasuries). If quiet, (2) have stocks recently fallen more than short Treasuries (SPY weaker than SHY)? If yes, that slice buys TQQQ (3× Nasdaq-100). If not, it stays in USFR. All slices are equal-weighted.
CheckmarkValue prop
Out-of-sample: aiming for higher upside than the S&P 500 (38.6% vs 22.6% annualized) with disciplined risk controls. It uses 15 sleeves to deploy 3x Nasdaq-100 in calm pullbacks, and parks in cash-like Treasuries when markets tilt.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.271.070.210.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
376.97%13.83%0.54%-0.34%0.84
Cautious Fund Surfing | SPY vs. SHY | 3x | TQQQ
6,342.26%41.26%4.53%-10%1.05
Initial Investment
$10,000.00
Final Value
$644,226.18
Regulatory Fees
$1,369.29
Total Slippage
$7,704.64
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, mean reversion, volatility filter, leveraged etfs, momentum signals, us equities vs treasuries
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
USFR
WisdomTree Floating Rate Treasury Fund
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 29.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 46.08%. 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.