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Symphonies
Leverage Adjusted based on SDR + MA
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based Nasdaq‑100 plan that dials leverage up in calm uptrends (TQQQ), down in choppy uptrends (half TQQQ/half QQQ), and exits to T‑bills (BIL) in volatile downtrends. Concentrated in large US tech/growth.
NutHow it works
Each day the strategy asks two questions about TQQQ (a 3x version of QQQ, which tracks the Nasdaq‑100: AAPL, MSFT, NVDA, GOOG, etc.). 1) Are recent day‑to‑day swings small? If yes, hold 100% TQQQ. 2) If swings are big, has the last ~20 trading days been net up? If yes, hold 50% TQQQ + 50% QQQ. If no, move to BIL (T‑bills). Focus: large US tech/growth; cash in downtrends.
CheckmarkValue prop
Out-of-sample, this Nasdaq-100 rule-based strategy shows superior risk-adjusted gains vs the S&P 500: ~48% annualized return vs ~29%, Sharpe ~1.51 vs ~1.40, Calmar ~2.53, while lowering beta (~0.70).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.870.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
674.41%13.66%-1.77%0.2%0.83
Leverage Adjusted based on SDR + MA
7,464.18%31.08%-0.32%-4.38%1.11
Initial Investment
$10,000.00
Final Value
$756,417.84
Regulatory Fees
$2,576.57
Total Slippage
$14,611.92
Invest in this strategy
OOS Start Date
Mar 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Nasdaq-100, trend following, volatility targeting, leveraged etfs, tactical allocation, risk management
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Leverage Adjusted based on SDR + MA" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Leverage Adjusted based on SDR + MA" is currently allocated toQQQandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Leverage Adjusted based on SDR + MA" has returned 33.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Leverage Adjusted based on SDR + MA" is 23.22%. 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 "Leverage Adjusted based on SDR + MA", 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.