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Symphonies
$DS 2x edition with VXX - TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 |138.9%/34.3%DD from 28 Oct 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based swing strategy targeting ~2x Nasdaq-100. In uptrends it holds ~66% TQQQ + 34% T‑bills; in stress or downtrends it flips to VXX, SQQQ, or TLT. Signals use SPY’s 200‑day trend, short‑term drops, and RSI (0–100). Uses high‑risk leveraged/volatility funds.
NutHow it works
1) Decide regime: if SPY is above its 200‑day average, it’s an uptrend; below = downtrend. 2) Uptrend: default ~66% TQQQ + 34% BIL. If prices look overbought (RSI high) or very jumpy, park in VXX or TLT. 3) Downtrend: favor VXX, SQQQ, or TLT; sometimes buy TQQQ on sharp selloffs. RSI (0–100) gauges recent speed; moving averages show trend.
CheckmarkValue prop
Out-of-sample: ~2x Nasdaq exposure, 39.7% annualized return vs SPY's 18.3%, and Calmar ~1.07 vs SPY ~0.98 - stronger risk-adjusted gains. Uses regime hedging to navigate markets; note higher drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.940.560.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.11%13.45%-0.15%0.4%0.75
$DS 2x edition with VXX - TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 |138.9%/34.3%DD from 28 Oct 2011
151,232.42%146.85%0.75%-6.02%2.1
Initial Investment
$10,000.00
Final Value
$15,133,241.55
Regulatory Fees
$12,214.69
Total Slippage
$83,482.66
Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical rotation, leveraged etfs (tqqq/sqqq), nasdaq-100 focus, volatility hedging (vxx), trend + mean reversion, treasuries (tlt), cash (bil)
Tickers in this symphonyThis symphony trades 10 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
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBILandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 37.07%. 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 the symphony, 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.