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Symphonies
mod TQQQ FTLT (104.22%/54.9% DD since 10-28-11 in composer), 110%, 51% max DD s2012, 112% cagr, 50% maxDD s90, 77% cagr, 71% maxDD s70 in sheets
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑driven, swing‑style strategy that uses long‑term trend and short‑term momentum to switch among leveraged tech/S&P funds, inverse Nasdaq funds, and long Treasuries—occasionally adding a volatility hedge when markets get extremely hot.
NutHow it works
1) It checks if the Nasdaq‑100 is in a long‑term uptrend (price above its 200‑day average). 2) It then looks at very short‑term momentum (a 0–100 “heat” gauge called RSI). 3) Based on those two reads, it either: rides tech/S&P with leveraged funds, shifts to long Treasuries, briefly uses a volatility hedge, or bets against the Nasdaq. It usually holds one fund at a time.
CheckmarkValue prop
Out-of-sample Sharpe ~2.0 vs SPY ~1.45; OOS annualized return ~129% vs ~24%; Calmar ~3.54—strong risk-adjusted upside. A rules-based trend/momentum strategy focused on tech with hedges for extreme markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.671.340.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
mod TQQQ FTLT (104.22%/54.9% DD since 10-28-11 in composer), 110%, 51% max DD s2012, 112% cagr, 50% maxDD s90, 77% cagr, 71% maxDD s70 in sheets
5,085,308.73%112.06%-14.57%-18.01%1.75
Initial Investment
$10,000.00
Final Value
$508,540,873.04
Regulatory Fees
$1,844,591.37
Total Slippage
$13,237,974.30
Invest in this strategy
OOS Start Date
Oct 11, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical rotation, trend + momentum, leveraged etfs, inverse etfs, bonds hedge, volatility hedge
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
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.

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

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

Year-to-date, the symphony has returned 99.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.38%. 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.