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Symphonies
Defensive with 2x Leverage
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switcher using momentum and trend checks to rotate among QQQ (growth), XLU/SPHD (defensive), 2x QQQ only when deeply oversold (QLD), or cash-like T‑Bills (BIL) to pursue gains while aiming to limit drawdowns.
NutHow it works
Daily rules: 1) Check QQQ’s RSI (a 0–100 “speedometer” of recent gains/losses) and 2) whether SPY is above its 200‑ and 30‑day average prices. - Very hot QQQ (RSI>79): move to Utilities (XLU). - Very cold (RSI<31): buy 2x QQQ (QLD) for a bounce. - Otherwise: Uptrend → QQQ; mixed → XLU; downtrend → SPHD (steady dividend stocks) or T‑Bills (BIL).
CheckmarkValue prop
Rule-based, regime-aware rotation that grows in up markets and shields losses by switching to defensives/cash. Out-of-sample: Sharpe ~1.83, Calmar ~4.66—offers diversified drawdown control vs. the S&P 500 with steadier risk-adjusted gains.

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Invest in this strategy
OOS Start Date
May 31, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, defensive rotation, rsi mean reversion, leveraged qqq, moving averages, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPHD
Invesco S&P 500 High Dividend Low Volatility ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"Defensive with 2x Leverage" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Defensive with 2x Leverage" is currently allocated toXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Defensive with 2x Leverage" has returned 18.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Defensive with 2x Leverage" is 6.96%. 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 "Defensive with 2x Leverage", 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.