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Symphonies
QQQ > 81RSI
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buy a 2× Nasdaq‑100 fund only when QQQ looks very oversold over ~2 weeks; otherwise sit in short‑term T‑bills. Simple on/off timing that aims to catch rebounds while avoiding normal market exposure.
NutHow it works
Each day it checks how “oversold” QQQ (the Nasdaq‑100: big tech like Apple, Microsoft, Google, Tesla) has been over the past ~10 trading days using RSI, a 0–100 heat gauge. If RSI < 31 (very cold), it puts 100% into QLD, a 2× version of QQQ, to catch a bounce. Otherwise it parks 100% in BIL, a short‑term Treasury‑bill fund. It only switches when the signal flips; no regular rebalancing.
CheckmarkValue prop
An oversold-trigger Nasdaq‑100 timer that mostly stays in cash and only jumps into 2x QLD on deep dips. Out-of-sample: lower drawdown (15.2% vs 18.8%), lower beta (0.68), Calmar 1.07—offering steadier, risk‑controlled exposure and upside on bounces vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.380.170.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
511.36%10.13%-2.85%-2.42%0.59
QQQ > 81RSI
1,741.32%16.8%0.27%4.99%0.95
Initial Investment
$10,000.00
Final Value
$184,131.66
Regulatory Fees
$486.31
Total Slippage
$2,193.34
Invest in this strategy
OOS Start Date
Oct 23, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Market timing,tactical allocation,rsi,mean reversion,nasdaq-100,leveraged etf,cash alternative,risk-on/risk-off
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"QQQ > 81RSI" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QQQ > 81RSI" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QQQ > 81RSI" has returned 17.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QQQ > 81RSI" is 15.24%. 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 "QQQ > 81RSI", 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.