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Symphonies
Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily momentum-based switch between 3x Nasdaq-100 exposure (TQQQ) and -3x long-dated Treasuries exposure (TTT), chosen by a 40-day vs 20-day performance rule. Only one position at a time.
NutHow it works
Two assets: TQQQ (ProShares UltraPro QQQ, aims for 3x daily Nasdaq-100 moves) and TTT (ProShares UltraShort 20+ Year Treasury, aims for -3x daily long-dated Treasuries). Each day, the rule looks at the past: TQQQ's 40-trading-day return and TTT's 20-trading-day return. If the 40-day TQQQ gain beats the 20-day TTT gain, you hold TQQQ (stocks). If not, you switch to TTT (bonds). The portfolio holds only one position at a time and rebalances daily. Note: levered ETFs reset daily, so long-horizon results can diverge from simple expectations; there are extra costs and risk of large losses in volatile markets.
CheckmarkValue prop
Daily, rules-based rotation between 3x Nasdaq-100 (TQQQ) and -3x Treasuries (TTT) to ride stock/bond trends. OOS: ~22.2% annualized return vs SPY ~23.6%, but ~52% max drawdown—diversifies risk with a distinct profile.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.141.620.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
509.09%13.93%-1.77%0.2%0.86
Portfolio # 35 - Paired Switching TQQQ and TTT| Peteraussi 2048
3,182.39%28.66%1.14%-18.44%0.76
Initial Investment
$10,000.00
Final Value
$328,239.04
Regulatory Fees
$871.41
Total Slippage
$5,016.75
Invest in this strategy
OOS Start Date
Oct 20, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, momentum strategy, stock vs bond, daily rebalance, quantitative
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
TQQQ
ProShares UltraPro QQQ
Stocks
TTT
ProShares UltraPro Short 20+ Year Treasury
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTTT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 52.23%. 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 the symphony, 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.