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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

A daily, rules‑based ETF “momentum with a safety switch” strategy: when the S&P 500 is rising, own the 3 hottest funds from a mixed menu of broad markets and tech/themes; when it’s weak, shift fully to either long‑term Treasuries or gold.
NutHow it works
1) Check the last 6 months of the S&P 500 (via SPY). If it’s up, the strategy goes “risk‑on.” If not, it goes “risk‑off.” Risk‑on: Pick the 3 best‑performing funds over the last 6 months from a menu that includes broad US stocks (SPY, QQQ), small caps (IWM), value (VTV), developed markets (VEA), gold (GLD), and fast‑moving themes like AI/automation (CHAT, FBOT), crypto/digital payments (FDIG), metaverse (FMET), quantum tech (QTUM), and nuclear energy (NUKZ). Split money evenly and rebalance daily. Risk‑off: Move 100% into whichever did better over the last month: long‑term US Treasury bonds (TLT) or gold (GLD).
CheckmarkValue prop
Out-of-sample shows ~50% annualized return vs the S&P’s ~25%, plus a Calmar ~2.37. This momentum framework captures strong uptrends while enforcing a risk-off shield (bonds/gold) when markets falter, offering higher upside with disciplined risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.730.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
29.58%17.59%-0.15%0.4%1.02
QL-02 | Enhanced ETF Momentum Strategy
41%23.97%1.31%1.35%0.91
Initial Investment
$10,000.00
Final Value
$14,099.65
Regulatory Fees
$17.10
Total Slippage
$78.54
Invest in this strategy
OOS Start Date
Jun 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Etf rotation, momentum, trend filter, risk-on/risk-off, tactical allocation
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 toNUKZ, QTUMandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QL-02 | Enhanced ETF Momentum Strategy" has returned 31.91%. 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.