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Symphonies
QLD FTLT (zoop's Edit)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switch among 2x Nasdaq (QLD), −2x Nasdaq (QID), and long Treasuries (TLT). Uses a 200‑day market health line plus a short‑term “heat/cold” score to ride uptrends, fade extreme surges, and seek safety in weak markets.
NutHow it works
Each day it picks one fund: QLD (about 2x the Nasdaq‑100), QID (about −2x the Nasdaq‑100), or TLT (long US Treasury bonds). It first checks if the market (SPY) is above its 200‑day average (a health line). If healthy, it holds QLD unless a short‑term “heat” score (RSI, 0–100) is extremely high, then it switches to QID for a pullback. If unhealthy, it buys QLD only when very “cold”; otherwise it chooses QID or TLT (whichever looks stronger) or flips between QID/QLD using that heat/cold score.
CheckmarkValue prop
Out-of-sample edge: 59% annualized return over 664 days with Sharpe 1.31 and Calmar 1.64, beating SPY (~18.7% return, Sharpe 1.09, max drawdown ~19%). More upside via Nasdaq/Treasury regime switching, though drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.550.90.180.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
751.18%11.38%1.36%13.5%0.65
QLD FTLT (zoop's Edit)
9,913,860.05%78.47%7.62%51.75%1.6
Initial Investment
$10,000.00
Final Value
$991,396,004.81
Regulatory Fees
$724,106.06
Total Slippage
$6,947,454.95
Invest in this strategy
OOS Start Date
Aug 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend + mean reversion, market timing, risk-on/risk-off, nasdaq-100, treasuries
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
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 (zoop's Edit)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QLD FTLT (zoop's Edit)" is currently allocated toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QLD FTLT (zoop's Edit)" has returned 59.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QLD FTLT (zoop's Edit)" is 36.08%. 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 (zoop's Edit)", 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.