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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

A daily trend-and-momentum switch: if the S&P 500 is in an uptrend (above its 200‑day average), hold the stronger of two 2x stock funds (SSO or QLD). Otherwise, hold a defensive 60/40 mix of broad US stocks (VTI) and bonds (BND).
NutHow it works
Each day it asks: Is the S&P 500 (SPY) above its average price of the last ~200 trading days? If yes, go “offense”: buy just one fund—the better 30‑day performer—between SSO (2x S&P 500) or QLD (2x Nasdaq‑100). If no, go “defense”: 60% VTI (total US stocks) and 40% BND (US bonds).
CheckmarkValue prop
Out-of-sample: ~39% annualized return vs ~22% for the S&P. Regime-switching: leverage leaders on uptrends, defensive 60/40 on pullbacks. Calmar ~1.34—solid risk-adjusted drawdowns, with some bigger downturns possible.

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Invest in this strategy
OOS Start Date
Dec 8, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend following, tactical asset allocation, momentum, leveraged etfs, regime switching, us stocks, bonds
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.

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

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

Year-to-date, "ComposerQC SampleStrategy" has returned 39.19%. 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, crypto, and options.