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Symphonies
QLD FTLT + Ballast | 2007-01-11
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily‑tactical mix: 60% swings between 2x Nasdaq, cash, and short Nasdaq using trend and overbought/oversold signals; 40% ballast in commodities, a gold trend sleeve, and a steady consumer‑staples slice. SHV (T‑bills) is the safety net.
NutHow it works
60%: If the S&P 500 is trending up, hold QLD (2x Nasdaq 100) unless many indexes look overheated—then sit in SHV (cash-like T‑bills). If not trending up, default to PSQ (short Nasdaq) but flip to QLD on sharp oversold bounces. 40% ballast: Hold DBC+XME (commodities/mining) only when trends are healthy or after big dips; hold GLD (gold) only in long uptrends; keep ~8% in XLP (consumer staples). Use SHV when filters say “risk off.” Rebalance daily.
CheckmarkValue prop
Out-of-sample: ~47.5% annualized return, Sharpe ~1.84, Calmar ~2.25—far above SPY (~19.9%, Sharpe ~1.15). Risk controls, regime diversification, and a cash buffer seek higher, steadier upside (drawdowns ~21% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.590.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
592.08%10.73%2.19%5.01%0.61
QLD FTLT + Ballast | 2007-01-11
32,336.57%35.59%6.14%7.12%1.57
Initial Investment
$10,000.00
Final Value
$3,243,657.40
Regulatory Fees
$5,956.03
Total Slippage
$34,619.36
Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, momentum, mean reversion, leveraged etfs, long/short nasdaq, commodities, gold, defensive equities, risk mgmt
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IYY
iShares Dow Jones U.S. ETF
Stocks
PSQ
ProShares Short 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
SPY
SPDR S&P 500 ETF Trust
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Value 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.

"QLD FTLT + Ballast | 2007-01-11" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QLD FTLT + Ballast | 2007-01-11" is currently allocated toDBC, GLD, SHV, XLPandXME. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QLD FTLT + Ballast | 2007-01-11" has returned 47.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QLD FTLT + Ballast | 2007-01-11" is 21.14%. 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 "QLD FTLT + Ballast | 2007-01-11", 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.