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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
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based plan that rides uptrends with 66% TQQQ/34% T‑bills, buys only very deep dips, and hedges or shorts when moves look overheated or jumpy—rotating among TQQQ, SQQQ, TLT, BIL, and VXX/UVXY using trend, “overbought/oversold,” and volatility cues.
NutHow it works
Check if the S&P 500 is above its 200‑day avg. If yes: default 66% TQQQ + 34% BIL; after big weekly drops buy deep dips, but short (SQQQ) or use VXX/TLT when rallies look overheated or volatility spikes. If no: buy TQQQ only when very oversold; otherwise use SQQQ/TLT/VXX per volatility and short‑term trend. TQQQ=3x Nasdaq; SQQQ=−3x Nasdaq; TLT=long Treasuries; BIL=T‑bills; VXX/UVXY=volatility. RSI=0–100 “hot/cold” gauge.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~42.7% annualized return vs ~18.7% for the S&P, with Sharpe ~1.05 and Calmar ~1.15. A rules-based mix of 3x Nasdaq exposure plus hedges targets higher upside with disciplined risk controls.

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Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Threshold 8%
Type
Stocks
Category
Leveraged etfs, nasdaq-100 focus, tactical, trend + mean-reversion, volatility hedge, treasuries, rules-based
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.

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 42.68%. 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, crypto, and options.