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

About

A daily, rules‑based portfolio: cautious levered tech only when the market’s trend is healthy and not overheated; can short Nasdaq in downtrends. Paired with trend‑driven commodities and gold, plus a steady staples slice. Often parks in T‑bills when signals are weak.
NutHow it works
Approx weights: ~38% tech (QLD/PSQ/SHV), ~31% commodities (DBC+XME/SHV), ~19% gold (GLD/SHV), ~12% consumer staples (XLP). RSI = 0–100 “heat” gauge; high = overheated, low = washed‑out. Moving averages = average price over X days; above/below shows trend. Daily: If the S&P 500’s trend is up and not overheated across many indexes, hold 2× Nasdaq (QLD). If trend weak, often hold inverse Nasdaq (PSQ) unless too hot, then QLD. Commodities and gold are owned only when their trends are up (or deeply oversold for commodities); else park in T‑bills (SHV).
CheckmarkValue prop
Out-of-sample performance shows higher risk-adjusted returns (Sharpe ~1.91 vs SPY ~1.16) and ~50% annualized gains, plus ballast in commodities, gold, and staples to reduce downside vs the S&P 500.

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Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend-following, risk-managed, multi-asset, leveraged tech, commodities, gold, staples, daily rebalanced
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
State Street 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, QLD, 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 44.77%. 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, and options.