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Symphonies
QLD For The Long Term V1.1 60/40 with TMV/TMF Momentum | SHARED
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical 60/40 that switches between leveraged Nasdaq/S&P exposure and cash-like bonds, and times long Treasuries with 3x bull/bear ETFs. It uses simple trend and momentum gauges to go on offense in uptrends and defend in downturns.
NutHow it works
Goal: a 60/40, rules-based mix that plays offense in uptrends and defends in selloffs. • 60% “stocks”: Uses leveraged Nasdaq/S&P funds (TQQQ/QLD/SPXL/SSO) plus T‑Bills (BIL). It checks trend (price vs moving averages) and RSI (a 0–100 heat gauge of recent moves). Above trend it holds TQQQ+cash; if too hot, it hides in long Treasuries (TLT). Below trend it rotates among cash (BIL/SHY/BSV), 3x long, or 3x short (SQQQ). • 40% “bonds”: Times long US Treasuries with 3x bull (TMF) or 3x bear (TMV) using the same signals, falling back to SHV/BND when unclear.
CheckmarkValue prop
Out-of-sample annualized returns ~40.8% vs SPY ~22.5%, Sharpe ~1.31, Calmar ~1.58—strong risk-adjusted upside. A tactical 60/40 using trend/momentum seeks bigger gains with downside protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.790.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
710.7%14.22%1.36%5.73%0.86
QLD For The Long Term V1.1 60/40 with TMV/TMF Momentum | SHARED
139,857.4%58.43%2%12.36%1.9
Initial Investment
$10,000.00
Final Value
$13,995,740.16
Regulatory Fees
$20,490.69
Total Slippage
$134,766.65
Invest in this strategy
OOS Start Date
May 2, 2024
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, mean reversion, leveraged etfs, us equities, us treasuries, hedging, risk management
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 toTQQQ, SHV, BILandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 40.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.83%. 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.