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

About

Rides the Nasdaq‑100 with a 2× fund when the trend is up or after sharp sell‑offs; otherwise rotates into defensive ETFs (Staples or Bonds), choosing the one most beaten‑down short‑term. Trades daily; leverage adds both upside and risk.
NutHow it works
Each day it looks at the Nasdaq‑100’s trend (average price over the last 50 days vs 200) and short‑term moves. If the trend is up or a sharp sell‑off suggests a bounce, it buys QLD (a fund that targets about 2× the Nasdaq‑100’s daily move). If not, it shifts to defense—either Consumer Staples (XLP) or an investment‑grade bond fund (VBF)—picking the one that’s more beaten‑down short‑term to try for a rebound.
CheckmarkValue prop
Out-of-sample: 12.37% annualized return, Sharpe 1.02, Calmar 1.69, max drawdown 7.30%. Leverages Nasdaq-100 on uptrends and rotates defensively otherwise, delivering stronger risk-adjusted gains than the S&P 500 despite higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.170.510.430.65
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
687.32%11.06%-0.15%0.4%0.64
Mom & Mean Rev (AI) (26,21,2006)
8,542.61%25.45%0.68%-3.72%1.57
Initial Investment
$10,000.00
Final Value
$864,260.75
Regulatory Fees
$6,194.86
Total Slippage
$34,755.97
Invest in this strategy
OOS Start Date
Jun 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend + momentum, mean reversion, leveraged etfs, nasdaq-100 focus, defensive rotation, daily
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
QLD
ProShares Ultra QQQ
Stocks
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) (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 toTLTandVBF. 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 8.34%. 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 7.30%. 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, and options.