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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

QQQ‑first with a trend filter and buy‑the‑dip twist: own QQQ in uptrends or on oversold dips; otherwise rotate into the most beaten‑down defensive option among XLP (staples), XLU (utilities), or VBF (bond fund). Rebalanced daily.
NutHow it works
It watches QQQ (the Nasdaq‑100, heavy in big tech). Trend test: if QQQ’s 50‑day avg price is above its 200‑day, it’s an uptrend. Uptrend: hold QQQ when 20‑day results are strong or when QQQ looks “oversold” (RSI<30; a simple gauge where below 30 = washed‑out). Otherwise, hold the single most beaten‑down defensive fund: XLP (consumer staples), XLU (utilities), or VBF (a bond fund). Downtrend: only buy QQQ when oversold; else use that defensive pick. Checked daily; one holding at a time.
CheckmarkValue prop
Tech-forward, rule-based strategy that captures uptrends in QQQ and rotates to defensives when signals soften. Out-of-sample Sharpe ~1.27 and Calmar ~2.13 show meaningful risk-adjusted returns and regime-driven diversification versus 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
656.38%8.05%-0.15%0.4%0.5
Mean Reversion (QQQ)
48,165.09%26.66%0.17%-4.05%1.32
Initial Investment
$10,000.00
Final Value
$4,826,509.02
Regulatory Fees
$29,494.82
Total Slippage
$187,007.99
Invest in this strategy
OOS Start Date
Jun 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Qqq focus, mean reversion, trend following, rsi filter, defensive rotation, sector/bond tilt, 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 toVBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Mean Reversion (QQQ)" has returned 12.02%. 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, and options.