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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

Rule‑based, short‑term mean‑reversion around QQQ: buy a 2x fund after big down days, short with a -2x fund after big up days, add a small Treasury hedge in extremes. On quiet days, default to QQQ with a simple trend/overbought‑oversold check.
NutHow it works
It watches QQQ’s daily move. After a big drop, it buys one 2x fund (roughly doubles daily moves) in the area that looks most oversold—QLD (Nasdaq‑100), USD (chips), or UWM (small caps)—and may keep ~30% in BIL (T‑bills). After a big jump, it shorts with a -2x fund (moves opposite) like QID/SSG/TWM and may park ~30% in SHY (short‑term Treasuries). On normal days, it holds QQQ or a simple hedge based on longer‑term trend and a quick “hot/cold” score (RSI).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.63 vs 1.32, annualized return ~46% vs ~21%, and Calmar ~1.91. More attractive risk-adjusted upside with a modest drawdown (~24% vs ~19%) vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.730.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
529.9%10.46%1.36%5.73%0.6
OG V1.1 QQQ 1DMR - 2X LETF edition
54,948.98%40.66%0.6%9.04%1.41
Initial Investment
$10,000.00
Final Value
$5,504,897.50
Regulatory Fees
$13,505.99
Total Slippage
$87,348.83
Invest in this strategy
OOS Start Date
Nov 11, 2022
Trading Setting
Threshold 7%
Type
Stocks
Category
Tactical mean‑reversion, 2x/‑2x leveraged etfs, nasdaq‑100 focus, semiconductors, small caps, rsi ranking, trend filter, treasury hedges
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.

"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 45.77%. 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, crypto, and options.