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Symphonies
QLD FTLT With Commodities & Forex
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based trend/rotation. In uptrends it holds Nasdaq (QQQ) unless overheated (then hedge with PSQ) and can shift to USD, gold, oil/commodities, or anti‑beta. In downtrends it buys extreme dips (QLD/SPY) or hedges with PSQ/SHY.
NutHow it works
• Trend: if the S&P 500 is above its 200‑day average (uptrend), go risk‑on; else risk‑off. • Uptrend: hold QQQ unless it’s very “hot” (RSI>81) → hedge with PSQ. A second sleeve stays in QQQ or shifts to USD (UUP), gold (GLD), oil/commodities (USO/DBC), or anti‑beta (BTAL) based on bond/USD trends. • Downtrend: buy extreme dips (RSI<30) via QLD or SPY; otherwise rotate among QQQ, PSQ, or short‑term Treasuries (SHY). RSI = “too hot/too cold”; moving average = trend line.
CheckmarkValue prop
Out-of-sample edge: ~31.5% annualized return vs ~25% for the S&P, with lower max drawdown (~17.7% vs ~18.8%) and Calmar ~1.78. A dynamic, multi-asset trend-rotation strategy that reduces risk while pursuing higher growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.230.690.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
573.67%14.63%2.19%5.01%0.9
QLD FTLT With Commodities & Forex
7,820.16%36.75%1.69%2.99%1.61
Initial Investment
$10,000.00
Final Value
$792,016.32
Regulatory Fees
$2,568.28
Total Slippage
$16,270.12
Invest in this strategy
OOS Start Date
Sep 27, 2023
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, mean reversion, etf rotation, hedging, commodities, currencies, bonds, equities, risk management
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
STIP
iShares 0-5 Year TIPS 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 With Commodities & Forex" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QLD FTLT With Commodities & Forex" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QLD FTLT With Commodities & Forex" has returned 31.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QLD FTLT With Commodities & Forex" is 17.70%. 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 With Commodities & Forex", 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.