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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

A cautious, contrarian switch between 3x tech (TQQQ) and cash‑like Treasuries (USFR). It only buys TQQQ when markets are calm and bonds have recently outpaced stocks; otherwise it parks in USFR. Fifteen lookbacks vote and are equally weighted.
NutHow it works
What it owns: TQQQ (aims for 3x the Nasdaq‑100’s daily move) or USFR (cash‑like Treasuries). SPY = S&P 500; SHY = short‑term Treasuries. It builds 15 small “voters.” Each asks: 1) Is the stock market calm (SPY’s recent daily swing under ~1–2%)? 2) Have safe bonds (SHY) recently beaten stocks (SPY) on a simple 0–100 strength score (RSI)? If both are yes, that voter buys TQQQ; otherwise it holds USFR. All voters are equally weighted.
CheckmarkValue prop
Out-of-sample, this strategy aims for higher upside (≈38.6% vs 22.6% for the S&P) by tactically leveraging Nasdaq-100 when markets are calm and bonds outperform. A 15-sleeve volatility filter manages risk, but larger drawdowns can occur.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.261.090.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
398.52%14.1%6.16%5.09%0.85
Cautious Fund Surfing | SPY vs. SHY | 3x | TQQQ
6,169.26%40.47%0.63%-4.47%1.03
Initial Investment
$10,000.00
Final Value
$626,925.69
Regulatory Fees
$1,396.56
Total Slippage
$7,874.98
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility filter, contrarian momentum, leveraged equity, nasdaq-100, treasury cash parking
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 toUSFR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.30%. 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.