Skip to Content
Symphonies
FR with Tweaked TQQQ For The Long Term V11 - Archive (BT: 4/4/24)
Today’s Change
—

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

About

Rides big‑tech uptrends via TQQQ, but when markets look overheated it flips to crash insurance (UVXY/BTAL). In downtrends it leans defensive with UVXY or bonds and may short Nasdaq (SQQQ). Rules update and rebalance daily.
NutHow it works
Each day it checks two things: heat and trend. Heat: if many indexes/sectors look overheated (a 0–100 recent‑gains gauge near 80+), it buys crash insurance: UVXY (volatility fund), sometimes 75/25 with BTAL (anti‑beta hedge). If not overheated: if the long‑term trend is up, it rides TQQQ (3× Nasdaq), briefly flipping to SQQQ (inverse) after sharp drops. If the trend breaks, it shifts to UVXY or bonds (TLT/BSV). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy seeks ~45% return vs SPY’s ~19%, via leveraged tech exposure and crash hedges with daily rebalancing. Higher upside but bigger drawdowns (~55% vs ~19%), Calmar ~0.82 and Sharpe ~0.88.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.480.980.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
584.27%14.53%1.36%13.5%0.9
FR with Tweaked TQQQ For The Long Term V11 - Archive (BT: 4/4/24)
38,188,481,404.17%303.13%-15.14%31.49%2.33
Initial Investment
$10,000.00
Final Value
$3,818,848,150,416.50
Regulatory Fees
$2,212,154,655.13
Total Slippage
$3,761,290,868.28
Invest in this strategy
OOS Start Date
Oct 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical allocation, leveraged etfs, volatility hedge, risk-on/risk-off, daily rebalanced
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
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.

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

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

Year-to-date, the symphony has returned 45.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 55.34%. 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.