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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

Rules-based, tech‑heavy swing strategy using leveraged ETFs. It rides Nasdaq uptrends with TQQQ plus a cash buffer, and switches to SQQQ, Treasuries, or volatility when markets look stretched or shaky, guided by simple “hot/cold” and trend checks.
NutHow it works
First, it checks if the market is in an uptrend (S&P 500 above its 200‑day avg). - Uptrend: mostly 66% TQQQ (3x Nasdaq‑100: big tech) + 34% BIL (T‑bills). If the Nasdaq looks overheated (RSI = a 0–100 “hot/cold” score) or after sharp drops, it briefly flips to SQQQ (3x inverse) or VXX (volatility). - Downtrend: gets defensive, rotating among SQQQ, TLT (long Treasuries), VXX, or buys TQQQ only when very oversold. Signals use RSI, recent % moves, and moving averages.
CheckmarkValue prop
Out-of-sample, this Nasdaq-100 strategy targets ~40% annual returns vs ~18% for the S&P, with Calmar ~1.07 and Sharpe ~1.02. It uses hedges and a cash buffer to capture higher upside with disciplined risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.930.570.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
172.29%13.1%-1.77%0.2%0.73
$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
147,171.63%145.05%-0.16%-1.23%2.09
Initial Investment
$10,000.00
Final Value
$14,727,163.00
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
Trend following, tactical allocation, nasdaq-100 focus, leveraged etfs, volatility hedging, market timing
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 27.63%. 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.