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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 60/40 tactical mix that rides trends: 60% in leveraged Nasdaq/S&P when rising, 40% in long‑Treasury momentum (long or short). Uses moving averages and a 0–100 ‘hot/cold’ gauge (RSI) to shift into T‑bills/bonds—or even short—in weak markets.
NutHow it works
Split money: 60% stocks, 40% bonds. Stocks: If the S&P 500 is trending up (price > 200‑day avg), ride a turbocharged Nasdaq fund (mostly TQQQ) with a small T‑bill buffer; if it gets too hot on a 0–100 heat gauge (RSI), park in long Treasuries. If trending down, prefer short-term bonds or even short the Nasdaq unless the short-term trend turns up. Bonds: Ride big moves in long Treasuries either long (TMF) or short (TMV) using trend/RSI; otherwise hold T‑bills or broad bonds.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted return: ~37.6% annualized vs ~21.9%; Sharpe ~1.26; Calmar ~1.46 with positive alpha. Higher upside, disciplined risk management—even with larger drawdowns.

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Invest in this strategy
OOS Start Date
May 2, 2024
Trading Setting
Threshold 12%
Type
Stocks
Category
Trend/momentum, tactical 60/40, leveraged etfs, nasdaq-100 & s&p 500, long-term treasuries, t-bills/cash, long/short switching
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toTQQQ, SHV, BILandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.69%. 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, and options.