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Symphonies
QLD for the long term HTX mod v0.2 | https://www.investorcollab.com
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it rotates among QLD, TLT, and QID. Uses an S&P 500 200‑day trend filter and QLD’s short‑term “hot/cold” signals to ride Nasdaq uptrends, buy oversold bounces, and in weak markets switch to bonds or inverse Nasdaq.
NutHow it works
Daily picks one fund: QLD (2x Nasdaq‑100: big tech growth), TLT (long‑term U.S. Treasury bonds: safety), or QID (‑2x Nasdaq: benefits when tech falls). 1) If the S&P 500 is above its 200‑day average, hold QLD unless QLD is “too hot” (RSI>77); then hold TLT. 2) Otherwise, try QLD when it’s “washed out” (RSI<32) or above its 20‑day average; if not, hold whichever is stronger (by 12‑day RSI): QID or TLT. RSI = short‑term “heat” gauge; moving average = trend.
CheckmarkValue prop
Out-of-sample edge: ~55% annualized vs ~21% for the S&P; Sharpe ~1.26, Calmar ~1.33. Daily rotation among QLD/QID/TLT captures Nasdaq rallies with bond hedges—high upside, solid risk-adjusted returns, but larger drawdowns.

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Invest in this strategy
OOS Start Date
Sep 3, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, nasdaq-100 focus, trend-following, rsi mean reversion, regime filter, bond hedge, daily rebalance
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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 55.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.42%. 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.