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Symphonies
Ob Os Staple my Bonds V0.2 (38,30,2010)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily mean‑reversion on the Nasdaq‑100: buy 3× long (TQQQ) when it looks oversold, buy 3× inverse (SQQQ) when it looks overbought; otherwise park in a defensive pick between consumer‑staples stocks (XLP) and a bond fund (VBF).
NutHow it works
Each day it checks QQQ’s 10‑day RSI—a 0–100 gauge of recent up vs. down days (low = recently fell, high = recently surged). If RSI ≤ 30, it buys TQQQ (3× long QQQ). If RSI ≥ 80, it buys SQQQ (3× inverse QQQ). Otherwise it goes defensive: it holds either XLP (consumer‑staples stocks) or VBF (a bond fund), choosing the one with the lower RSI. Rebalanced daily.
CheckmarkValue prop
Daily mean-reversion on QQQ with 3x levered bets at extremes and a defensive sleeve (XLP/VBF). Out-of-sample: ~24% annualized return, Sharpe ~0.68, Calmar ~1.06, max drawdown ~22.7%. Disciplined, risk-aware growth vs the S&P with built-in diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.710.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
739.88%14.2%0.54%-0.34%0.86
Ob Os Staple my Bonds V0.2 (38,30,2010)
15,525.46%37.04%5.38%6.22%1.35
Initial Investment
$10,000.00
Final Value
$1,562,546.00
Regulatory Fees
$8,582.95
Total Slippage
$49,664.09
Invest in this strategy
OOS Start Date
Mar 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Rsi mean reversion, tactical rotation, leveraged etfs, nasdaq-100 timing, defensive staples/bonds, daily rebalancing
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"Ob Os Staple my Bonds V0.2 (38,30,2010)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Ob Os Staple my Bonds V0.2 (38,30,2010)" is currently allocated toVBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Ob Os Staple my Bonds V0.2 (38,30,2010)" has returned 27.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Ob Os Staple my Bonds V0.2 (38,30,2010)" is 22.66%. 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 "Ob Os Staple my Bonds V0.2 (38,30,2010)", 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.