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Symphonies
Framework 3.0.4 with just QQQ/PSQ | DD 15.7%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switcher between QQQ (Nasdaq‑100) and PSQ (inverse QQQ). It owns QQQ when stock and bond signals look healthy, and flips to PSQ when fear, rate or commodity stress, or overbought conditions appear. Target drawdown about 15.7%.
NutHow it works
Each day it holds one fund: QQQ (tracks the Nasdaq‑100) or PSQ (moves opposite QQQ). It reads five dials: 1) stock “heat” via RSI (a 0–100 hot‑cold score), 2) interest‑rate trend from Treasury ETFs (TLT, IEF, BIL), 3) fear spikes via UVXY, 4) commodity stress via DBC vs stocks, 5) extreme moves in leveraged QQQ (TQQQ). Healthy = QQQ. Danger/overheat = PSQ. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this QQQ/PSQ switcher delivers ~28.9% annualized return with ~18% max drawdown, Sharpe ~1.29 and Calmar ~1.61—more upside and cleaner risk control than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.640.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
617.31%14.99%1.36%5.73%0.91
Framework 3.0.4 with just QQQ/PSQ | DD 15.7%
25,881.19%48.32%0.6%9.86%2.03
Initial Investment
$10,000.00
Final Value
$2,598,118.61
Regulatory Fees
$6,822.29
Total Slippage
$45,816.33
Invest in this strategy
OOS Start Date
Feb 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend and mean-reversion, market timing, qqq vs inverse qqq, risk-managed, daily rebalanced
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 toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.95%. 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.