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Symphonies
IF 40D STD of TQQQ < 5 %, THEN buy TQQQ
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in, all-out switch: buy TQQQ (3x Nasdaq-100) only when the last ~2 months have been calm; otherwise sit in BIL (short-term T‑bills). Seeks big upside in quiet tech-led uptrends and safety when markets get jumpy.
NutHow it works
It checks how “bumpy” TQQQ has been over roughly the last 40 trading days (~2 months). If day-to-day moves have been calm (typical daily wiggle under about 5%), it puts everything into TQQQ (a fund that aims to move 3x the Nasdaq-100 each day). If not, it parks everything in BIL (short‑term US Treasury bills). It switches when this condition changes.
CheckmarkValue prop
Volatility-timed leverage sleeve: go 100% TQQQ in calm markets for potential upside, else park in BIL to curb risk. Out-of-sample results show negative returns and larger drawdowns vs the S&P—best as a tactical ballast, not core exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.21.820.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
657.92%13.83%1.2%6.23%0.84
IF 40D STD of TQQQ < 5 %, THEN buy TQQQ
25,271.13%42.49%-0.83%22.42%0.99
Initial Investment
$10,000.00
Final Value
$2,537,113.38
Regulatory Fees
$836.68
Total Slippage
$4,792.16
Invest in this strategy
OOS Start Date
Sep 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility filter, leveraged equities, risk-on/risk-off, nasdaq-100, market timing
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.

"IF 40D STD of TQQQ < 5 %, THEN buy TQQQ" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"IF 40D STD of TQQQ < 5 %, THEN buy TQQQ" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "IF 40D STD of TQQQ < 5 %, THEN buy TQQQ" has returned -3.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "IF 40D STD of TQQQ < 5 %, THEN buy TQQQ" is 56.44%. 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 "IF 40D STD of TQQQ < 5 %, THEN buy TQQQ", 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.