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Symphonies
JKoz Suggestion
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switch among Nasdaq (QQQ/QLD), cash-like T‑Bills (BIL), and volatility (VIXY) using QQQ’s short‑term hot/cold reading and the S&P 500’s trend. Buys 2x Nasdaq when washed out, hedges with cash/vol when overheated.
NutHow it works
Every day it checks two things about the stock market: 1) QQQ’s short‑term “heat” score (RSI: a 0–100 hot/cold gauge based on recent up vs down days). If QQQ is very hot (>~79), it goes defensive: half in T‑Bills (BIL), half in market volatility (VIXY). If very cold (<~29.5), it goes aggressive: 100% 2x Nasdaq (QLD). 2) Otherwise, it looks at the S&P 500 trend (SPY vs its 200‑day/30‑day averages). If SPY is healthy, it holds QQQ; if SPY is weak, it parks in BIL.
CheckmarkValue prop
Out-of-sample this strategy shows higher upside and strong risk-adjusted returns vs the S&P: ~34% annualized vs ~27% for SPY, Calmar ~4.36, Sharpe ~2.13, with a max drawdown around 7.9% (SPY ~5.1%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.230.850.430.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
601.44%13.74%0.54%-0.34%0.84
JKoz Suggestion
14,468.37%38.98%4.01%-0.61%1.6
Initial Investment
$10,000.00
Final Value
$1,456,836.76
Regulatory Fees
$2,489.19
Total Slippage
$16,335.80
Invest in this strategy
OOS Start Date
May 17, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum/mean‑reversion, trend following, leveraged etfs, volatility hedge, risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"JKoz Suggestion" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"JKoz Suggestion" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "JKoz Suggestion" has returned 26.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "JKoz Suggestion" is 7.88%. 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 "JKoz Suggestion", 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.