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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 fast-switching, high-risk strategy. It uses a long-term trend on QQQ plus a 10-day “heat gauge” to toggle among leveraged tech/S&P, semiconductors, Treasuries, short Nasdaq, and a small volatility hedge. Very aggressive; big drawdowns possible.
NutHow it works
1) First, it checks if the Nasdaq-100 (QQQ) is above its 200-day average (uptrend) or not. 2) Then it uses a 10-day “heat gauge” (RSI: high=hot, low=cold) on a 3x Nasdaq fund (TQQQ) to pick what to hold: TQQQ/UPRO/SSO (levered S&P), SOXL (3x semis), TMF (long US Treasuries), QID/PSQ (short Nasdaq), and rarely UVXY (volatility hedge).
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted returns vs the S&P (Sharpe ~2.07 vs ~1.46; Calmar ~3.90) with outsized upside. Regime-aware, levered tech exposure with hedges; expect higher drawdowns in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.691.330.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
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
6,334,760.56%118.53%0.01%15.21%1.8
Initial Investment
$10,000.00
Final Value
$633,486,055.94
Regulatory Fees
$1,389,003.95
Total Slippage
$9,962,425.25
Invest in this strategy
OOS Start Date
Oct 11, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical momentum, trend filter (200-day), leveraged etfs, tech-heavy, semiconductors, treasuries hedge, inverse/short switches, volatility hedge
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 141.84%. 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, crypto, and options.