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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

A daily, one‑ETF‑at‑a‑time plan: ride a 2x Nasdaq fund in healthy uptrends, step into bonds when it’s overheated, and in weak markets either buy deep dips, follow short‑term strength, or rotate to inverse Nasdaq or bonds—whichever looks stronger.
NutHow it works
Each day it checks trends and momentum. If SPY is above its 200‑day average (healthy market), it holds QLD (a fund targeting 2x the Nasdaq‑100’s daily move) unless QLD is “too hot” (RSI>77), then it parks in TLT (long US Treasury bonds). If SPY is below its 200‑day, it buys QLD on washouts (RSI<32) or if QLD is above its 20‑day average; otherwise it picks the stronger of QID (‑2x Nasdaq) or TLT by 12‑day RSI. RSI is a 0–100 recent‑move “heat” gauge.
CheckmarkValue prop
Out-of-sample upside: ~40% annual return vs ~19% for the S&P, driven by Nasdaq tilt and adaptive risk rules. Higher beta and larger drawdowns (~36% vs ~19%), but with disciplined risk controls and Calmar ~1.13.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.520.910.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
666.74%11.12%1.36%5.73%0.64
QLD for the long term HTX mod v0.2 | https://www.investorcollab.com
4,055,174.11%73.18%0.41%17.39%1.53
Initial Investment
$10,000.00
Final Value
$405,527,410.58
Regulatory Fees
$318,826.17
Total Slippage
$2,278,821.40
Invest in this strategy
OOS Start Date
Jun 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged nasdaq tilt, trend + momentum, rsi, 200d/20d moving averages, daily, qld/qid/tlt
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 40.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.69%. 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.