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Symphonies
Mom & Mean Rev (AI) (19,18,2003)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based QQQ strategy that rides uptrends, buys dips when QQQ looks oversold, and otherwise parks in a defensive ETF (consumer staples or a bond fund). SPY/TLT modules exist but are currently off. Mix of momentum and mean reversion.
NutHow it works
Main bet: QQQ (Nasdaq‑100). Each day: 1) Is QQQ in an uptrend? (50‑day avg price > 200‑day). If yes and the last ~1 month is up > ~1%, hold QQQ. 2) If not strong, but QQQ looks oversold (RSI = a short‑term “stretched” gauge; below 30 = washed out), buy QQQ. 3) Otherwise, go defensive: buy whichever looks more beaten‑down between a consumer‑staples ETF (XLP) or a bond fund (VBF), using 10‑day RSI. SPY/TLT modules exist but are off. Rebalances daily.
CheckmarkValue prop
Risk‑managed QQQ strategy with a defensive sleeve. Out‑of‑sample: ~11% annualized return, smaller drawdowns (3.97% vs 5.07%), beta ~0.66, Calmar ~2.79—offering steadier, risk‑adjusted gains vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.410.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
992.19%11.06%0.54%-0.34%0.66
Mom & Mean Rev (AI) (19,18,2003)
4,833.68%18.66%0.01%-2.1%1.49
Initial Investment
$10,000.00
Final Value
$493,367.71
Regulatory Fees
$4,200.63
Total Slippage
$23,990.05
Invest in this strategy
OOS Start Date
Jun 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,momentum and trend,mean reversion,risk-on/risk-off,nasdaq-100 focus,daily rebalanced
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples 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.

"Mom & Mean Rev (AI) (19,18,2003)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Mom & Mean Rev (AI) (19,18,2003)" is currently allocated toQQQ, TLTandVBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Mom & Mean Rev (AI) (19,18,2003)" has returned 7.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Mom & Mean Rev (AI) (19,18,2003)" is 3.97%. 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 "Mom & Mean Rev (AI) (19,18,2003)", 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.