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Symphonies
QQQ Bonds Basket l BrianE
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switch between leveraged tech (TQQQ) plus long Treasuries (TMF) in uptrends, and a defensive mix (UUP, TMV, BIL/SHY) when risk rises, using momentum/trend and volatility cues. High risk; uses 3x ETFs.
NutHow it works
This is a daily, rules-based blend of several similar rule sets. - Growth: TQQQ = 3x Nasdaq‑100 (big tech); TMF = 3x long US Treasuries. - Defense: UUP = strong US dollar; TMV = 3x short Treasuries; BIL/SHY = cash-like. - Vol spike: UVXY = VIX futures. It parks in BIL if volatility surges. If TQQQ looks overheated, it cools in SHY. Otherwise it uses momentum (RSI = a hot/cold speedometer) and trend checks (SPY/QQQ/TLT) to pick Bullish (TQQQ+TMF) or Bearish (UUP+TMV). Weights favor the steadier ETF.
CheckmarkValue prop
Out-of-sample annualized return: 22.85% vs S&P 21.69%, with a disciplined regime-switching strategy that shifts between leveraged growth and defensive hedges. Strong upside with risk controls (Calmar ~0.80), though drawdowns can be larger in volatile markets.

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Invest in this strategy
OOS Start Date
Oct 25, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend and momentum, risk-parity weighting, volatility hedging, leveraged etfs, bonds vs tech, regime switching
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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 Bonds Basket l BrianE" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QQQ Bonds Basket l BrianE" is currently allocated toTMF, UUP, TQQQandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QQQ Bonds Basket l BrianE" has returned 20.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QQQ Bonds Basket l BrianE" is 28.48%. 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 Bonds Basket l BrianE", 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.