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Symphonies
Moving Average Block
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based Nasdaq-100 strategy: ride uptrends with TQQQ (3x), step to T-bills when overheated, and in downtrends switch to SQQQ (−3x) or short bonds. Blends 50/100/200/400-day signals equally to smooth timing.
NutHow it works
Builds 4 mini-models (50/100/200/400-day trends) and splits money equally. Each: If TQQQ (3x Nasdaq-100) is above its X-day average, hold TQQQ unless its 10-day RSI > 85 (too hot), then park in BIL (T-bills). If below: If RSI < 30 (washed out), buy TQQQ; else if price < 10-day avg, pick the stronger of SQQQ (−3x) or BSV (short bonds); otherwise hold TQQQ.
CheckmarkValue prop
Out-of-sample, this Nasdaq-100 strategy delivers dramatically higher returns (~59%/yr) vs the S&P (~19%/yr) and a solid Calmar (~1.46) with a similar Sharpe (~1.09). Upside is larger, but drawdowns can be bigger (~40%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.341.710.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
538.36%14.07%-1.77%0.2%0.87
Moving Average Block
55,132.02%56.57%-18.96%-22.17%1.1
Initial Investment
$10,000.00
Final Value
$5,523,202.49
Regulatory Fees
$10,789.29
Total Slippage
$68,394.11
Invest in this strategy
OOS Start Date
Sep 19, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, momentum (rsi), tactical allocation, nasdaq-100 focus, leveraged etfs, long/short, risk-on/off
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Moving Average Block" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Moving Average Block" is currently allocated toSQQQandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Moving Average Block" has returned 28.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Moving Average Block" is 40.58%. 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 "Moving Average Block", 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.