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Symphonies
OG V1.1 QQQ 1DMR - 2X LETF edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A QQQ-driven, 2x levered ETF rotation strategy using RSI momentum and occasional hedging to tilt between long and inverse bets, with a cash cushion and minimal rebalancing.
NutHow it works
A QQQ-centered rule engine that (1) reads QQQ’s most recent performance, (2) picks among six 2x ETFs (three long, three inverse) using a momentum screen (RSI), (3) occasionally adds a volatility hedge with BIL, and (4) assigns cash-backed weights to each active branch. No regular rebalancing; exposure can tilt toward long bets or toward hedges depending on short-term signals.
CheckmarkValue prop
Out-of-sample Sharpe ~1.60 vs S&P ~1.32 and Calmar ~1.84 indicate stronger risk-adjusted upside from a QQQ-driven 2x levered ETF rotation with RSI momentum and cash hedges—higher potential returns with built-in risk controls vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.730.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
517.59%10.19%-2.02%-1.16%0.59
OG V1.1 QQQ 1DMR - 2X LETF edition
53,035.77%39.71%-0.15%-1.73%1.39
Initial Investment
$10,000.00
Final Value
$5,313,577.20
Regulatory Fees
$13,512.92
Total Slippage
$87,365.93
Invest in this strategy
OOS Start Date
Nov 11, 2022
Trading Setting
Threshold 7%
Type
Stocks
Category
Leveraged etfs, qqq-focused, momentum/rsi filters, long/short rotation, risk hedging
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSG
ProShares UltraShort Semiconductors
Stocks
TWM
ProShares UltraShort Russell2000
Stocks
USD
ProShares Ultra Semiconductors
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.

"OG V1.1 QQQ 1DMR - 2X LETF edition" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"OG V1.1 QQQ 1DMR - 2X LETF edition" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "OG V1.1 QQQ 1DMR - 2X LETF edition" has returned 39.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "OG V1.1 QQQ 1DMR - 2X LETF edition" is 23.97%. 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 "OG V1.1 QQQ 1DMR - 2X LETF edition", 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.