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Symphonies
QLD For The Long Term V1.1 (89.2%/36.1% DD)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily strategy that rides tech uptrends with 2x Nasdaq (QLD), cools off in long Treasuries when overheated, buys dips in selloffs, and otherwise toggles among QLD, inverse QQQ (QID), or short‑term bonds.
NutHow it works
Daily rules. - If S&P 500 (SPY) is above its 200‑day average, hold QLD (2x Nasdaq 100); if QLD looks overheated short term (RSI>79; RSI=0–100 heat meter), step into TLT (long Treasuries). - If SPY is below its 200‑day: when RSI<30, buy the dip (choose QLD or SSO vs SHY, 88% weight); else use a 20‑day trend to pick QLD, QID (−2x Nasdaq), or BSV (short‑term bonds). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~48% annualized return vs ~22% for the S&P, with Calmar ~1.30 and solid risk-adjusted upside. Leveraged Nasdaq exposure with Treasuries hedges aims for durable growth; higher drawdowns may occur.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.570.970.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
555.31%10.5%-0.15%0.4%0.6
QLD For The Long Term V1.1 (89.2%/36.1% DD)
8,292,551.81%82.46%0.99%-5.44%1.67
Initial Investment
$10,000.00
Final Value
$829,265,181.41
Regulatory Fees
$730,044.00
Total Slippage
$5,234,980.57
Invest in this strategy
OOS Start Date
Oct 7, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend/momentum, leveraged & inverse etfs, bonds, daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
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 43.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.82%. 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.