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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 tactical system. It rides uptrends with TQQQ, parks in T‑bills when things look too hot, and in downtrends either shorts (SQQQ) or hides in short bonds (BSV). Uses 4 timeframes and weights calmer signals more.
NutHow it works
It runs 4 trend checks on TQQQ (3x Nasdaq‑100: big tech). SQQQ is −3x; BIL = T‑bills (cash‑like); BSV = short bonds. A moving average is a recent average price; above it = uptrend. For each 50/100/200/400‑day trend: if up, hold TQQQ unless RSI>85 (RSI = 0–100 “heat” meter) → BIL. If down: if RSI<30 → TQQQ; else if price < 10‑day avg → pick SQQQ or BSV (whichever is stronger); otherwise TQQQ. Combines picks, favoring calmer ones.
CheckmarkValue prop
Out-of-sample metrics show a Nasdaq-100 tactical system beating the S&P 500 on risk-adjusted terms: Sharpe 1.27 vs 1.05, Calmar 1.97, ~80% vs ~19% annualized return; with multi-timeframe diversification and built-in risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.371.70.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
549.39%14.51%1.36%5.73%0.89
Moving Average Block
79,785.27%62.25%2.22%24.18%1.17
Initial Investment
$10,000.00
Final Value
$7,988,526.81
Regulatory Fees
$8,686.91
Total Slippage
$54,372.63
Invest in this strategy
OOS Start Date
Sep 19, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend following, momentum, nasdaq-100, leveraged etfs, inverse etfs, rsi, moving average, risk-on/risk-off
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.

"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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Moving Average Block" has returned 79.87%. 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, crypto, and options.