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Symphonies
Q Rotator | Deez | 7JUN2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Scales into 3× Nasdaq‑100 (TQQQ) when QQQ’s 10‑day strength is moderate, and moves to T‑Bills (BIL) when weak or overheated. Allocation steps: 0/25/50/75/100% TQQQ for RSI >50/>55/>60/>65, and 0% if RSI ≤50 or ≥70.
NutHow it works
It reads a 10‑day “RSI” on QQQ—a 0–100 gauge of recent buying vs. selling in the Nasdaq‑100. If RSI ≥70 or ≤50, it parks 100% in BIL (T‑Bills). Between 50–70 it scales into TQQQ (3× Nasdaq‑100) in steps: >50=25%, >55=50%, >60=75%, >65=100% (rest stays in BIL). QQQ is the gauge; it actually buys TQQQ or BIL.
CheckmarkValue prop
Strong out-of-sample risk-adjusted edge: ~0.87 Sharpe and ~0.75 Calmar with ~20% annualized return, using RSI-driven TQQQ/BIL tilts to ride Nasdaq momentum while limiting peaks. Higher potential upside than S&P with tactical risk controls.

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Invest in this strategy
OOS Start Date
Jun 7, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical momentum, rsi-based, risk-on/risk-off, nasdaq-100 focus, leveraged etf, market timing
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.

"Q Rotator | Deez | 7JUN2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Q Rotator | Deez | 7JUN2023" is currently allocated toBILandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Q Rotator | Deez | 7JUN2023" has returned 20.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Q Rotator | Deez | 7JUN2023" is 27.03%. 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 "Q Rotator | Deez | 7JUN2023", 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.