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

About

A tactical “fade the extremes” system keyed off QQQ’s 1‑day moves: buy the most beaten‑down 2x fund after big drops, short the most overbought 2x inverse after big pops, and otherwise hold QQQ with a trend/heat check and small Treasury hedges at extremes.
NutHow it works
It watches QQQ’s 1‑day jump or drop. Big drops: buy ONE 2x bull fund (QLD=Nasdaq‑100, USD=semis, UWM=small caps) that looks most “washed out” by a short-term strength gauge (RSI). Big pops: short via ONE 2x inverse (QID/SSG/TWM) that looks most “stretched.” The biggest extremes add ~30% in BIL/SHY (Treasuries) for ballast. If moves aren’t extreme, it holds QQQ with a simple trend check (SPY vs 200‑day) and short-term “too hot/too cold” checks that can briefly flip to PSQ or bonds.
CheckmarkValue prop
Out-of-sample edge: ~44% annualized return with superior risk-adjusted metrics (Sharpe ~1.6, Calmar ~1.84) vs the S&P. A rules-driven, tactical system that exploits big QQQ moves while hedging risk with Treasuries.

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Invest in this strategy
OOS Start Date
Nov 11, 2022
Trading Setting
Threshold 7%
Type
Stocks
Category
Tactical, leveraged/inverse etfs, mean reversion, trend filter, nasdaq-100, semiconductors, small caps, t-bill/treasury hedges
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.