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Symphonies
QLD FTLT With Commodities & Forex
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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: ~32.8% annualized return vs S&P 25.7%, lower max drawdown (17.7% vs 18.8%), and Calmar ~1.85. A trend-rotation strategy offering higher risk-adjusted growth with downside protection.

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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 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.

"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 32.80%. 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.