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Symphonies
Keynes' Algo (TQQQ FTLT v4)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, tech-tilted swing strategy. Rides Nasdaq uptrends with TQQQ, jumps to volatility (UVXY) when things look overheated, buys oversold dips in downtrends, or rotates to inverse tech (SQQQ) or Treasuries (TLT). Daily rebalanced; high risk.
NutHow it works
RSI(10)=0–100 heat meter of last ~2 weeks; 200‑day avg=long‑term trend. TQQQ=3x Nasdaq‑100 (tech); SPY=S&P 500; UVXY=volatility; TECL=3x tech; UPRO=3x S&P; SQQQ=−3x Nasdaq; TLT=long Treasuries. If SPY above 200‑day: hold TQQQ unless RSI is very hot (>~80), then switch to UVXY briefly. If SPY below 200‑day: buy dips with TECL/UPRO when very cold (<~30); otherwise if TQQQ below 20‑day, pick the stronger of SQQQ or TLT; else TQQQ.
CheckmarkValue prop
Out-of-sample, this tech-tilted regime-switching strategy targets outsized upside (~57% annualized vs ~19% for the S&P) with solid risk-adjusted balance (Calmar ~1.14). Expect higher volatility and drawdowns, but hedges help during downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.91.610.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
654.26%14.99%-4.19%-3.74%0.92
Keynes' Algo (TQQQ FTLT v4)
105,407,231.43%160.85%4.53%-0.76%1.83
Initial Investment
$10,000.00
Final Value
$10,540,733,142.75
Regulatory Fees
$8,148,378.88
Total Slippage
$58,603,571.39
Invest in this strategy
OOS Start Date
Jun 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, trend-following, momentum, leveraged etfs, volatility, tech-heavy, tactical allocation, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra 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.

"Keynes' Algo (TQQQ FTLT v4)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Keynes' Algo (TQQQ FTLT v4)" is currently allocated toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Keynes' Algo (TQQQ FTLT v4)" has returned 43.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Keynes' Algo (TQQQ FTLT v4)" is 50.19%. 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 "Keynes' Algo (TQQQ FTLT v4)", 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.