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

About

A rules‑based 60/40 portfolio: ride tech in uptrends, hide in Treasuries/cash when weak, and even short tech in downtrends. A separate sleeve trades long vs. short long‑term Treasuries. Uses trend lines and a 0–100 “heat” gauge (RSI) to switch.
NutHow it works
Two sleeves: 60% stocks, 40% bonds. First, check if the S&P 500 is above its 200‑day average (uptrend). If yes, hold mostly 3x Nasdaq (TQQQ) with a T‑bill buffer; if that gets too hot, switch to long Treasuries (TLT). If no, park in short‑term Treasuries, buy big tech dips, or use inverse Nasdaq (SQQQ) when the short‑term trend is down. The bond sleeve flips between long (TMF) and short (TMV) long‑term Treasuries, or cash. RSI = a 0–100 heat gauge; moving averages = trendlines. Leveraged = 2–3x daily; inverse = up when the index falls.
CheckmarkValue prop
Out-of-sample edge: ~37.6% annualized vs ~21.9% SPY; Sharpe ~1.26; Calmar ~1.46. A two-sleeve, trend-following mix that leverages tech in uptrends and shifts to Treasuries/cash in dips—higher drawdowns but stronger risk-adjusted upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.370.80.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
696.95%13.84%-1.77%0.2%0.84
QLD For The Long Term V1.1 60/40 with TMV/TMF Momentum | SHARED
133,959.84%56.77%-0.1%-0.63%1.87
Initial Investment
$10,000.00
Final Value
$13,405,983.73
Regulatory Fees
$22,597.44
Total Slippage
$148,831.80
Invest in this strategy
OOS Start Date
May 2, 2024
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical allocation, trend following, momentum, leveraged etfs, inverse etfs, equities, treasuries, risk management
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 ETF
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 30.43%. 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.