Skip to Content
Symphonies
Fund Indicator: QQQ - Systematic Hedging
Today’s Change
—

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

About

All-in/all-out trend timer: if QQQ is above its 200‑day average, buy TQQQ (3× Nasdaq‑100). Otherwise hold BIL (T‑bills). Aims for amplified gains in uptrends and cash‑like safety in downtrends; can whipsaw in choppy markets.
NutHow it works
It watches QQQ, an ETF of the 100 biggest Nasdaq companies (Apple, Microsoft, Alphabet, etc.). It checks if today’s price is above its ~200‑day average (a long‑term trend line). If yes, it holds TQQQ, which moves about 3× QQQ each day. If not, it holds BIL, which owns very short‑term U.S. Treasury bills (cash‑like). It only trades when that trend test flips. Note: TQQQ is very volatile; declines can be rapid.
CheckmarkValue prop
Out-of-sample upside: ~26% annualized vs ~15% for the S&P, with Calmar ~0.80. A simple 200-day trend timer puts you in 3x Nasdaq in uptrends and in cash on downtrends—higher upside with disciplined, transparent risk management.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, risk-on/risk-off, tactical asset allocation, leveraged etfs, nasdaq-100, market timing, cash management
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.82%. 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.