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Symphonies
QLD For The Long Term V1.11 (82.0%/41.5% DD) - bail on too low RSI edition - May, 4, 2007
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based swing between leveraged tech (QLD) and safety (bonds) using market trend and RSI heat levels. Buys mild dips, avoids ultra-oversold plunges by parking in SHY, and may hedge with inverse QID. Signals drive changes, not the calendar.
NutHow it works
Uses rules to switch between: QLD=2x Nasdaq-100 (big tech), SSO=2x S&P 500, QID=−2x Nasdaq, SHY/BSV=short‑term bonds, TLT=long Treasuries. RSI is a 0–100 heat gauge; low=washed out, high=hot. Trend: if SPY > 200‑day avg, hold QLD unless it’s very hot (then TLT). If SPY ≤ 200‑day: buy mild dips (RSI near 30) in QQQ/SPY, but if RSI is extremely low (<22) go to SHY. If no dip: if QLD > 20‑day, stay in QLD unless QID hints pullback; else use QID or bonds.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~39% annualized return vs SPY's ~23%, with a Calmar ~1.08. It captures tech upside through leverage while hedging with bonds, delivering stronger growth and disciplined risk—though drawdowns can be larger (≈36%).

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Invest in this strategy
OOS Start Date
Oct 19, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, rsi mean-reversion, trend-following, tactical timing, nasdaq-heavy, risk-on/risk-off, bonds hedge
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 39.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.37%. 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.