Skip to Content
Symphonies
Gravy ๐Ÿ’ฆ Grits ๐Ÿš and Gains ๐Ÿ“ˆ | ba5592 | 3YRBT AR: 4.9% DD 38.8%
Todayโ€™s Change
โ€”

A symphony is an automated trading strategy โ€” Learn more about symphonies here

About

A tactical, trend-based tech/Nasdaq strategy. It first judges if QQQ is in a longโ€‘term uptrend or downtrend, then pairs a base position (QQQ or PSQ) with either a hedge or a leveraged addโ€‘on to dial risk up or down.
NutHow it works
1) Decide regime: Is QQQ above or below its 200โ€‘day average? 2) In bull mode, hold QQQ and add either a hedge (PSQ) or an extra boost (TQQQ or TECL) using 10/20/50โ€‘day averages. 3) In bear mode, hold PSQ and add extra inverse (QID, SQQQ, or TECS). 4) Split roughly evenly.
CheckmarkValue prop
Out-of-sample Sharpe ~0.78 with negative SPY beta (-0.31) offers diversification. OOS return ~17.3%, drawdowns ~28.7%, Calmar ~0.60. Regime-based Nasdaq strategy hedges/levers to capture tech rallies and diversify a SPY core.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.08-0.520.11-0.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
742.79%14.45%1.2%6.23%0.87
Gravy ๐Ÿ’ฆ Grits ๐Ÿš and Gains ๐Ÿ“ˆ | ba5592 | 3YRBT AR: 4.9% DD 38.8%
-44.73%-3.69%0.19%1.62%-0.01
Initial Investment
$10,000.00
Final Value
$5,526.65
Regulatory Fees
$71.12
Total Slippage
$157.10
Invest in this strategy
OOS Start Date
May 23, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, nasdaq-100, tech sector, tactical long/short, leveraged & inverse etfs, momentum
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 doesnโ€™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 toPSQandQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.66%. 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.