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Symphonies
Colab Experiment #2 | Gobi
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily Nasdaq‑100 timing: hedge with volatility/cash when overheated, buy QQQ on sharp dips, otherwise go 3x risk‑on when defensives are weak or bonds are trending up; sit in T‑Bills if no signal.
NutHow it works
Tickers used: QQQ=Nasdaq‑100; TQQQ=3x QQQ; VIXY=volatility hedge; BIL=T‑Bills (cash‑like); XLU=Utilities; XLP=Consumer Staples; IGIB=corporate bonds. RSI is a 0–100 “heat” score; >80 very hot, <30 very cold. Daily rules: If QQQ’s 10‑day RSI>80, split VIXY/BIL. Else if RSI<30, buy QQQ. Else, buy TQQQ if any holds: XLU 70‑day return<−10%; or XLP 75‑day<−8%; or IGIB 70‑day>+8%. If none, hold BIL.
CheckmarkValue prop
Out-of-sample Sharpe 5.28 vs SPY 2.29; max drawdown ~0.01% vs SPY ~5.07%; Calmar ~541.9, exceptional downside control. OOS return ~5.91% with hedging, offering much stronger risk-adjusted stability than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.260.450.140.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
609.8%13.86%1.75%5.97%0.84
Colab Experiment #2 | Gobi
10,165.67%35.9%2.36%3.7%1.56
Initial Investment
$10,000.00
Final Value
$1,026,567.28
Regulatory Fees
$1,557.53
Total Slippage
$10,065.44
Invest in this strategy
OOS Start Date
May 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum and mean reversion, sector rotation signals, volatility hedge, leveraged etfs, market timing, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
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.

"Colab Experiment #2 | Gobi" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Colab Experiment #2 | Gobi" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Colab Experiment #2 | Gobi" has returned 8.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Colab Experiment #2 | Gobi" is 0.02%. 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 "Colab Experiment #2 | Gobi", 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.