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

About

Daily, it either holds QQQ (tech‑heavy Nasdaq) when trend or oversold signals say so, or the most “oversold” defensive pick among XLP (staples), XLU (utilities), and VBF (bonds). One holding at a time; seeks short‑term bounces within a trend filter.
NutHow it works
Each day it picks one holding. - If QQQ’s 50‑day average price is above its 200‑day (an uptrend) and its last ~20 trading days gained >~1%, buy QQQ. - Otherwise, if QQQ looks “oversold” (RSI is a 0–100 gauge; below 30 = unusually sold off), buy QQQ for a bounce. - If neither, buy the single most “oversold” defensive fund: XLP (consumer staples), XLU (utilities), or VBF (a bond fund). Rebalanced daily; one position at a time.
CheckmarkValue prop
Out-of-sample Calmar 2.33 and Sharpe ~1.39 over 217 days indicate strong risk-adjusted upside. The strategy rotates between QQQ momentum/mean-reversion and oversold defensives, providing diversification and disciplined risk control vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.650.430.65
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
663.59%8.12%2.19%5.01%0.5
Mean Reversion (QQQ)
49,560.51%26.94%1.92%0.43%1.33
Initial Investment
$10,000.00
Final Value
$4,966,051.27
Regulatory Fees
$28,652.37
Total Slippage
$181,176.60
Invest in this strategy
OOS Start Date
Jun 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, trend + mean reversion, nasdaq/tech tilt, defensive sectors/bonds, daily rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
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 (QQQ)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Mean Reversion (QQQ)" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Mean Reversion (QQQ)" has returned 20.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Mean Reversion (QQQ)" is 8.73%. 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 (QQQ)", 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, crypto, and options.