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Symphonies
IOO OB But QQQ Not
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, contrarian timer: if global stocks look overheated but the Nasdaq isn’t extremely so, it bets on a near‑term volatility pop via VIXY; otherwise it sits in T‑bills (BIL).
NutHow it works
Each day it checks a 10‑day RSI (a gauge of how fast price has risen vs fallen; high = overheated). If IOO (a fund of 100 global giants) has RSI>72 while QQQ (big U.S. tech) has RSI<79, it buys VIXY (tends to jump when stocks drop). Otherwise it holds BIL (short‑term T‑bills).
CheckmarkValue prop
Out-of-sample: ~12% annualized return, ~1.0 Sharpe, and a negative ~-0.18 SPY beta. A binary cash/long-vol tilt (10-day RSI signals) adds diversification and a disciplined sleeve to complement the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 29, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility, tactical timing, momentum divergence, daily, risk-off, vix, t-bills
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
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.

"IOO OB But QQQ Not" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"IOO OB But QQQ Not" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "IOO OB But QQQ Not" has returned 10.30%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "IOO OB But QQQ Not" is 10.53%. 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 "IOO OB But QQQ Not", 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, and options.