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

About

A rules-based, daily strategy that rides QQQ (big tech) when it’s trending up, buys sharp dips in QQQ, and otherwise parks in defensive funds (XLP or VBF). It blends trend-following with buy-the-dip logic. Current setup concentrates on QQQ.
NutHow it works
Each day it checks QQQ—an index fund of big tech firms (Apple, Microsoft, Nvidia). If QQQ’s 50‑day average price is above its 200‑day average and recent gains are positive, it holds QQQ. If not, it buys QQQ only after a sharp two‑week drop; otherwise it shifts to a defensive fund: either XLP (everyday‑goods companies) or VBF (investment‑grade bonds), picking the one that has fallen more recently. SPY/TLT versions are present but inactive.
CheckmarkValue prop
Out-of-sample edge: ~16.6% annualized return with just 3.94% max drawdown and Calmar 4.21, plus beta ~0.63, meaning less market risk and a smoother risk-adjusted path than SPY's higher raw return but larger drawdowns. A disciplined, defensive tech tilt.

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Invest in this strategy
OOS Start Date
Jun 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mean reversion, etf rotation, tech-heavy, defensive switch, daily rebalancing
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.

"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 toSPYandVBF. 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 16.58%. 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 3.94%. 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, crypto, and options.