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Symphonies
QLD to May 2007 + UUP/XLU Mod 43%/19% DD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-sleeve, daily strategy: one tactically flips among 2x Nasdaq long (QLD), 2x Nasdaq short (QID), 2x S&P (SSO), or short-term bonds (BSV) using trend and RSI; the other holds UUP when the dollar trends up, otherwise XLU (utilities).
NutHow it works
Daily, the portfolio splits in two. 1) Equity: If the S&P 500 (SPY) is above its ~200‑day average, it holds QLD (2x Nasdaq‑100) unless it’s overheated (RSI>80), then it flips to QID (−2x). Otherwise, short‑term rules pick among QLD, QID, SSO (2x S&P on bounces), or BSV (short‑term bonds). RSI gauges how stretched moves are; moving averages flag trend. 2) Defensive: If UUP’s 1‑mo avg > 10‑mo avg, own UUP (strong USD); else XLU (utilities). Uses 2x ETFs, so swings can be large.
CheckmarkValue prop
Two-sleeve strategy: levered Nasdaq/S&P moves with a USD/Utilities defensive sleeve. Targeting lower beta (~0.88) and solid OOS risk-adjusted metrics (Sharpe ~1.04, Calmar ~0.93) for diversification and resilient upside vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.440.160.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
563.11%10.97%-0.15%0.4%0.62
QLD to May 2007 + UUP/XLU Mod 43%/19% DD
32,743.48%37.54%1.36%-2.06%1.55
Initial Investment
$10,000.00
Final Value
$3,284,347.74
Regulatory Fees
$3,654.61
Total Slippage
$20,819.71
Invest in this strategy
OOS Start Date
Oct 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, trend + mean reversion, nasdaq/s&p focus, usd vs utilities defensive sleeve, daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLU
State Street Utilities Select Sector SPDR 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQLDandUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.87%. 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 the symphony, 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.