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Symphonies
QLD FTLT + Bonds = 30% APY 17% DD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A barbell: 55% steady Treasuries; 45% tactical sleeve that flips among 2x tech bull (QLD/ROM), 2x tech bear (QID), or long Treasuries (TLT) using 200/20‑day trend filters and RSI oversold/overbought signals to lean risk‑on or risk‑off.
NutHow it works
55% stays in Treasuries (IEI, SHV). The other 45% rotates among QLD/ROM (2x tech up), QID (2x tech down), or TLT (long Treasuries). Rules: if Nasdaq is very oversold (RSI10<30), buy ROM. Else if S&P > 200‑day avg, hold QLD unless momentum is too hot (RSI>80 or 60) then use TLT. If below 200‑day, use the 20‑day avg and short‑term RSI to choose QID vs TLT, or QLD vs SHY. RSI = 0–100 speed; <30 oversold, >80 hot.
CheckmarkValue prop
Out-of-sample edge: Sharpe ≈1.58 vs 1.40, annualized ≈28.7% vs 22.1%, and max drawdown ≈12.7% vs 18.8%, with lower beta. A 55% Treasuries core and 45% nimble tactical sleeve aims for bigger, smoother upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.220.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
638.4%10.89%1.36%13.5%0.62
QLD FTLT + Bonds = 30% APY 17% DD
21,126.28%31.9%6.22%19.2%1.63
Initial Investment
$10,000.00
Final Value
$2,122,627.85
Regulatory Fees
$3,363.86
Total Slippage
$24,902.14
Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, leveraged etfs, nasdaq-100, treasuries, risk-on/risk-off
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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.

"QLD FTLT + Bonds = 30% APY 17% DD" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QLD FTLT + Bonds = 30% APY 17% DD" is currently allocated toIEI, QLDandSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QLD FTLT + Bonds = 30% APY 17% DD" has returned 28.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QLD FTLT + Bonds = 30% APY 17% DD" is 12.73%. 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 + Bonds = 30% APY 17% DD", 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.