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Symphonies
Mom & Mean Rev (AI) (26,21,2006)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical strategy: ride Nasdaq uptrends with QLD (2x). If no uptrend and no sharp dip, rotate to a defensive ETF—XLP (consumer staples) or VBF (bond fund)—whichever just fell more. Signals come from QQQ’s trend and “oversold” tests.
NutHow it works
Each day it reads QQQ (Nasdaq‑100) to decide what to hold. If the 50‑day average price is above the 200‑day (an uptrend) and recent gains are strong—or if prices just fell hard (an “oversold” reading)—it buys QLD (a 2x Nasdaq fund). Otherwise it hides in a defensive fund: XLP (consumer staples) or VBF (a bond fund), choosing whichever just fell more for a short‑term rebound. This version only uses the Nasdaq branch.
CheckmarkValue prop
Out-of-sample, this Nasdaq-tilt strategy offers strong risk-adjusted performance (Calmar ~3.92), modest beta, and controlled drawdowns, blending trend-following with mean-reversion to pursue growth while adding downside protection versus SPY.

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Invest in this strategy
OOS Start Date
Jun 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend following, mean reversion, tactical rotation, nasdaq-100, leveraged etf, defensive bonds, consumer staples
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) (26,21,2006)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Mom & Mean Rev (AI) (26,21,2006)" is currently allocated toSPYandVBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Mom & Mean Rev (AI) (26,21,2006)" has returned 21.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Mom & Mean Rev (AI) (26,21,2006)" is 5.55%. 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) (26,21,2006)", 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.