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

About

Daily rule: when global stocks (IOO) are very hot but the Nasdaq‑100 (QQQ) isn’t extremely hot, buy VIXY (long volatility). Otherwise sit in short‑term T‑Bills (BIL). Rebalances daily.
NutHow it works
Each day it reads a 0–100 “heat” gauge of recent price moves (10‑day RSI: higher = more stretched). It checks two funds: IOO (global mega‑cap stocks) and QQQ (Nasdaq‑100). If IOO’s gauge >72 and QQQ’s <79, it buys VIXY (tends to jump when market fear spikes). Otherwise it holds BIL (short‑term T‑Bills). Rebalanced daily.
CheckmarkValue prop
Ballast strategy with volatility hedge. Negative SPY beta offers diversification; mostly cash-like (BIL) with selective VIXY hedges. OOS: Sharpe 1.06, Calmar 1.39, 14.63% annual return, 10.53% max drawdown—better risk control than pure equity.

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Invest in this strategy
OOS Start Date
Jun 29, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility timing, tactical asset allocation, momentum (rsi) filter, defensive, tail-risk hedge, 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.

"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 14.63%. 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, crypto, and options.