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Symphonies
QL-02 | Enhanced ETF Momentum Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it checks if the S&P 500’s 6‑month trend is up. If so, it owns the 3 best‑performing ETFs from a diverse list (heavy on tech/growth). If not, it holds the stronger of Treasuries (TLT) or gold (GLD). Equal‑weighted; rebalanced daily.
NutHow it works
Each day: 1) Check if the S&P 500 (SPY) made money over ~6 months. • If yes: rank a mixed list of ETFs by 6‑month return and buy the top 3 equally. The list includes big US stocks (SPY), tech/growth (QQQ, FBCG, AI/automation/quantum funds), small caps (IWM), value (VTV), international (VEA), gold (GLD), nuclear (NUKZ), crypto‑industry (FDIG). • If no: buy whichever did better over ~1 month between long US Treasuries (TLT) and gold (GLD). Rebalance daily.
CheckmarkValue prop
Out-of-sample: ~50% annualized return vs ~25% for the S&P, with solid risk-adjusted metrics (Calmar ~2.37, Sharpe ~1.67). Regime switching targets leaders in up markets and hedges with Treasuries/gold in down markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.740.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
26.86%15.67%-1.77%0.2%0.92
QL-02 | Enhanced ETF Momentum Strategy
39.35%22.5%-0.97%9.01%0.87
Initial Investment
$10,000.00
Final Value
$13,935.39
Regulatory Fees
$18.02
Total Slippage
$82.42
Invest in this strategy
OOS Start Date
Jun 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Etf momentum, regime switching, tactical allocation, equities, defensive rotation, trend following
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
CHAT
Roundhill Generative AI & Technology ETF
Stocks
FBCG
Fidelity Blue Chip Growth ETF
Stocks
FBOT
Fidelity Disruptive Automation ETF
Stocks
FDIG
Fidelity Crypto Industry and Digital Payments ETF
Stocks
FMET
Fidelity Metaverse ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IWM
iShares Russell 2000 ETF
Stocks
NUKZ
Range Nuclear Renaissance Index ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QTUM
Defiance Quantum ETF
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.

"QL-02 | Enhanced ETF Momentum Strategy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QL-02 | Enhanced ETF Momentum Strategy" is currently allocated toQTUM, GLDandCHAT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QL-02 | Enhanced ETF Momentum Strategy" has returned 27.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QL-02 | Enhanced ETF Momentum Strategy" is 20.99%. 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 "QL-02 | Enhanced ETF Momentum Strategy", 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.