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Symphonies
Mean Reversion QLD (2X Leverage)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it rides NASDAQ-100 strength with 2x QLD and buys sharp dips; otherwise it holds one oversold defensive fund (XLP, XLU, or VBF). Uses 50/200-day trend, 20-day returns, and short-term RSI to switch.
NutHow it works
Each day it checks the NASDAQ-100 (ticker QQQ). If QQQ’s 50-day average price is above its 200-day and recent 20-day returns are >1%, or if QQQ looks oversold (RSI<30; a short-term gauge of how fast price fell), it buys QLD, a 2x fund tied to QQQ. Otherwise it holds one defensive fund - consumer staples (XLP), utilities (XLU), or a bond fund (VBF) - picking the one that is most oversold. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~63% annualized return with Calmar 3.20 vs the S&P 500, signaling strong risk-adjusted upside. Leveraged NASDAQ-100 exposure aims bigger gains, with a disciplined defensive sleeve to moderate risk – albeit with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.321.070.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
762.68%11.4%1.36%13.5%0.65
Mean Reversion QLD (2X Leverage)
350,079.32%50.51%6.24%50.41%1.52
Initial Investment
$10,000.00
Final Value
$35,017,931.52
Regulatory Fees
$79,170.96
Total Slippage
$709,588.43
Invest in this strategy
OOS Start Date
Jun 19, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mean reversion, leveraged etf (qld), nasdaq-100 signals, defensive rotation (xlp/xlu/vbf), daily rebalancing
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR 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.

"Mean Reversion QLD (2X Leverage)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Mean Reversion QLD (2X Leverage)" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Mean Reversion QLD (2X Leverage)" has returned 63.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Mean Reversion QLD (2X Leverage)" is 19.71%. 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 "Mean Reversion QLD (2X Leverage)", 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.