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

About

A daily, rules‑based switch among a 3× Nasdaq fund (TQQQ), its inverse (PSQ), or T‑bills (BIL) using QQQ’s “heat” (RSI) and a 20‑day trend filter. It chases uptrends, buys deep dips, and parks in cash when the trend is weak.
NutHow it works
Every day it looks at the Nasdaq‑100 (QQQ). RSI is a 0–100 “heat gauge” of recent up vs down days; a 20‑day moving average is the typical price over the past month. - If RSI > 81 (very hot), hold PSQ (moves opposite QQQ). - Else if RSI < 30 (very cold), hold TQQQ (3× QQQ). - Else if TQQQ > its 20‑day average, hold TQQQ. - Otherwise hold BIL (T‑bills).
CheckmarkValue prop
Out-of-sample edge: ~71% annualized return, Sharpe ~1.36, Calmar ~2.61 vs the S&P. A rules-based 3x Nasdaq tilt with cash guardrails captures big upside in trends while helping manage downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.361.430.350.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
687.83%14.04%1.36%5.73%0.85
FreedomGoat Example
213,189.23%62.87%-4.97%5.54%1.38
Initial Investment
$10,000.00
Final Value
$21,328,923.30
Regulatory Fees
$44,686.35
Total Slippage
$303,156.38
Invest in this strategy
OOS Start Date
Nov 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, leveraged etfs, nasdaq-100, rsi, moving average, risk-on/risk-off
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.

"FreedomGoat Example" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"FreedomGoat Example" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "FreedomGoat Example" has returned 71.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "FreedomGoat Example" is 27.22%. 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 "FreedomGoat Example", 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.