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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 strategy beats the S&P 500 on risk-adjusted return: ~26.9% annualized vs ~19.8%, Sharpe ~1.24 vs ~1.18, and smaller drawdowns (~18% vs ~19%), with Calmar ~1.50.

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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 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
SPDR S&P 500 ETF Trust
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 toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.86%. 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.