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Symphonies
Enhanced 45-45-10
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “buy‑the‑dip” rotation across QQQ (big tech), TLT (long Treasuries), and GLD (gold), split into 45%‑45%‑10% sleeves with different first choices. Each sleeve buys the first asset with a weak 3‑day run; if none qualify, it holds T‑bills (BIL).
NutHow it works
Your money is split into three slices: 45%, 45%, and 10%. Each day, each slice checks QQQ (big tech stocks), TLT (long U.S. Treasury bonds), and GLD (gold) in a set order and buys the first one that looks like it recently dipped (based on a 3‑day average move). - Slice 1 prefers QQQ, then TLT, then GLD, else BIL (cash). - Slice 2 prefers TLT, then QQQ, then GLD, else BIL. - Slice 3 prefers GLD, then QQQ, then TLT, else BIL.
CheckmarkValue prop
Out-of-sample edge: 17.8% annualized return, 13.2% max drawdown, Calmar 1.35, Sharpe 1.08 vs SPY 0.83, beta ~0.53. Higher risk-adjusted upside and lower downside from a disciplined buy-the-dip QQQ/TLT/GLD rotation.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.390.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
532.45%10.35%-0.15%0.4%0.6
Enhanced 45-45-10
1,445.81%15.74%7.14%11.52%0.96
Initial Investment
$10,000.00
Final Value
$154,580.88
Regulatory Fees
$2,406.13
Total Slippage
$16,087.49
Invest in this strategy
OOS Start Date
Mar 23, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, multi-asset rotation, daily rebalance, qqq/tlt/gld, buy-the-dip
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

"Enhanced 45-45-10" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Enhanced 45-45-10" is currently allocated toGLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Enhanced 45-45-10" has returned 18.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Enhanced 45-45-10" is 13.20%. 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 "Enhanced 45-45-10", 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.