Skip to Content
Symphonies
LOWSIDE | ROTATOR | Volatility-Based QQQ/QLD/TQQQ Rotation Strategy
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rides Nasdaq 100 uptrends with adjustable 1x/2x/3x exposure when markets are calm, flips into VIX-linked ETFs during short-term overheating, and parks in short-term Treasuries when the broad market breaks its long-term trend. Rebalanced daily.
NutHow it works
1) Check trend: If SPY is above its 200‑day average (long‑term uptrend), proceed; otherwise hold SHY (short‑term Treasuries). 2) If QQQ’s 10‑day RSI (a 0–100 “heat” meter of recent up vs down days) >80, temporarily hold VIXY/UVXY (which jump when volatility spikes), sized by VIXY’s 5‑day RSI. 3) Else, hold QQQ/QLD/TQQQ, picking 1x/2x/3x based on how bumpy the last 30 days were (calmer = more leverage). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~39% annualized return with ~15.7% max drawdown and Calmar 2.47, Sharpe ~1.10 vs SPY Sharpe ~1.91. Nasdaq trend-following with volatility hedges and short Treasuries delivers higher upside while managing risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.980.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
LOWSIDE | ROTATOR | Volatility-Based QQQ/QLD/TQQQ Rotation Strategy
36,616.78%50.78%0.99%-12.5%1.36
Initial Investment
$10,000.00
Final Value
$3,671,678.03
Regulatory Fees
$6,984.96
Total Slippage
$44,239.97
Invest in this strategy
OOS Start Date
Aug 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, nasdaq 100 rotation, volatility targeting, vix hedge, leveraged etfs, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 4.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.58%. 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 the symphony, 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.