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Symphonies
ComposerQC SampleStrategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches daily between aggression and defense: in uptrends it picks the stronger 2x stock fund (SSO or QLD) by recent performance; in downtrends it shifts to a 60/40 mix of VTI and BND. Aims to ride rallies and cut risk in weak markets.
NutHow it works
Each day it asks: Is the US market (SPY) above its 200-day moving average (a long-term trend line)? If yes, go 100% into the stronger of two 2x leveraged funds: SSO (S&P 500 at about 2x daily moves) or QLD (Nasdaq-100, big tech, at about 2x), based on the last 30 days of returns. If no, hold 60% VTI (total US stocks) and 40% BND (US bonds). Rebalanced daily.
CheckmarkValue prop
Targets bigger upside than SPY by riding the best 2x leader in uptrends and a 60/40 hedge in downturns. Out-of-sample annualized return ~39% vs SPY ~22%, with strong risk metrics but higher drawdowns due to leverage.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.081.140.630.79
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
571.24%10.61%-0.15%0.4%0.61
ComposerQC SampleStrategy
2,715.27%19.34%-0.81%-3.98%0.77
Initial Investment
$10,000.00
Final Value
$281,527.05
Regulatory Fees
$1,279.28
Total Slippage
$6,449.33
Invest in this strategy
OOS Start Date
Dec 8, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following,momentum,tactical allocation,leveraged etfs,us equities,us bonds,60/40,market timing
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
QLD
ProShares Ultra QQQ
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
VTI
Vanguard Total Stock Market 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.

"ComposerQC SampleStrategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"ComposerQC SampleStrategy" is currently allocated toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "ComposerQC SampleStrategy" has returned 34.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "ComposerQC SampleStrategy" is 29.20%. 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 "ComposerQC SampleStrategy", 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.