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

About

Rides 2x Nasdaq in uptrends, briefly shifts to Treasuries if it gets overheated. In downtrends, buys sharp dips; otherwise stays in QLD if its short‑term trend is up, or switches to whichever is stronger: inverse Nasdaq or Treasuries.
NutHow it works
Each day: - If SPY (S&P 500) is above its 200‑day average, hold QLD (2x Nasdaq‑100) unless its 11‑day RSI > 77; then park in TLT (long US Treasuries). - If not: buy QLD if its 10‑day RSI < 32; else stay in QLD if price > its 20‑day average; otherwise own whichever of QID (‑2x Nasdaq) or TLT has the higher 12‑day RSI. RSI = a 0–100 “heat” gauge.
CheckmarkValue prop
Out-of-sample edge: annualized return 53.24% vs SPY 20.32%, Sharpe ~1.24 vs 1.21, Calmar ~1.29. Higher risk-adjusted gains despite larger drawdown; offers stronger upside with disciplined risk controls vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.510.920.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.9%11%-0.15%0.4%0.63
QLD for the long term HTX mod v0.2 | https://www.investorcollab.com
3,834,672.49%71.53%0.99%-5.44%1.51
Initial Investment
$10,000.00
Final Value
$383,477,248.63
Regulatory Fees
$318,827.67
Total Slippage
$2,278,819.34
Invest in this strategy
OOS Start Date
Sep 3, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical allocation, leveraged etfs, momentum, market-timing, bonds hedge, inverse equity
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

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 48.18%. 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, and options.