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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 tactical, tech‑heavy strategy on the Nasdaq‑100 that uses trend (moving averages) and a simple “heat meter” (RSI) on TQQQ to switch among 3× long, 3× short, or cash/bonds. It aims to ride uptrends, sidestep overheated bursts, and defend in downtrends. High risk.
NutHow it works
Rotates among TQQQ (3× Nasdaq‑100), SQQQ (−3×), BIL (T‑Bills), and BSV (short‑term bonds). It checks TQQQ vs 50/100/200/400‑day averages to judge trend. Uptrend: hold TQQQ unless the “heat meter” RSI (0–100 gauge of how stretched price is) is very high (>85), then park in BIL. Downtrend: if RSI is very low (<30) buy the dip (TQQQ); else, if price is weak pick SQQQ or BSV—whichever is stronger lately. The four signals are blended and sized toward steadier choices.
CheckmarkValue prop
Out-of-sample edge: ~59% annualized return vs ~19% for S&P; Sharpe ~1.09 vs ~1.06; Calmar ~1.46. A Nasdaq-100 rotation with risk controls seeks bigger upside in uptrends while moderating drawdowns (max ~40%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.351.710.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
552.01%14.28%-0.15%0.4%0.89
Moving Average Block
63,803.73%58.39%-2.24%-18.43%1.12
Initial Investment
$10,000.00
Final Value
$6,390,372.74
Regulatory Fees
$10,206.00
Total Slippage
$64,477.93
Invest in this strategy
OOS Start Date
Sep 19, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, trend-following, momentum/rsi, volatility-scaling, leveraged etfs, nasdaq-100, risk-on/risk-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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Moving Average Block" has returned 41.89%. 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.