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

About

All-in, daily switch between leveraged tech stocks (TQQQ) and a leveraged bet against long-term Treasuries (TTT). It holds whichever has been stronger recently: TQQQ over 40 days vs TTT over 20 days.
NutHow it works
Each day it picks one fund: - TQQQ: aims for 3x the daily move of the tech‑heavy Nasdaq‑100 (can rise fast in stock rallies, but can drop hard). - TTT: aims for 3x the opposite of long‑term U.S. Treasury bonds (goes up when those bond prices fall). Rule: if TQQQ’s last 40‑day return beats TTT’s last 20‑day return, hold TQQQ; otherwise hold TTT. 100% in one, checked daily.
CheckmarkValue prop
Out-of-sample, this strategy targets ~28% annualized return vs SPY's ~24%, by 100% switching between 3x leveraged tech (TQQQ) and 3x inverse Treasuries (TTT) on momentum. Higher upside, but larger drawdowns (~52% vs ~19%); Calmar ~0.54, Sharpe ~0.74 over 1,141 days.

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Invest in this strategy
OOS Start Date
Oct 20, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical switching, momentum, daily rebalancing, leveraged etfs, nasdaq-100 tech, inverse long-term treasuries, risk-on/risk-off
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.

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

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

Year-to-date, the symphony has returned 27.93%. 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, crypto, and options.