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Symphonies
Dereck The Bond Whisperer | 11JUN2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Flips between offense (100% TQQQ, a 3x long Nasdaq fund) and defense (80% T‑Bills via BIL + 20% SQQQ, a 3x short Nasdaq fund) using a trend filter, a bond‑vs‑Nasdaq strength test, and a short‑term “overheated” check.
NutHow it works
It’s a switch. 1) Trend check: is QQQ (Nasdaq‑100) rising? (50‑ vs 200‑day average). 2) Risk checks: (a) a recent‑strength score (RSI) compares IEF (Treasuries) to a Nasdaq proxy (PSQ or QLD); (b) is SPY “too hot” (RSI(7) > 69)? If either risk flag is on: 80% BIL + 20% SQQQ. Else: 100% TQQQ.
CheckmarkValue prop
Out-of-sample: 23.40% annualized return vs 21.39% for the S&P, driven by a trend-following switch between 3x Nasdaq exposure and defensive hedges. Higher upside potential with disciplined risk signals; but expect higher volatility and larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.21.690.390.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
752.64%14.43%2.19%5.01%0.87
Dereck The Bond Whisperer | 11JUN2023
21,967.59%40.4%5.99%34.67%0.97
Initial Investment
$10,000.00
Final Value
$2,206,758.84
Regulatory Fees
$8,932.72
Total Slippage
$54,642.00
Invest in this strategy
OOS Start Date
Jun 12, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend-following, momentum, leveraged etfs, nasdaq-100, risk management
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Dereck The Bond Whisperer | 11JUN2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Dereck The Bond Whisperer | 11JUN2023" is currently allocated toBILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Dereck The Bond Whisperer | 11JUN2023" has returned 23.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Dereck The Bond Whisperer | 11JUN2023" is 64.43%. 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 "Dereck The Bond Whisperer | 11JUN2023", 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.