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

About

A daily, rule-based toggle that goes mostly 3x Nasdaq plus some long Treasuries in uptrends, shifts to dollar and short long-bonds in downtrends, parks in T‑bills/short Treasuries when volatility or overheating hits, and occasionally adds a short UVXY burst hedge.
NutHow it works
Daily checks: - If fear index UVXY’s RSI (>70; a speedometer of recent moves) spikes → park in T‑bills (BIL). - If tech TQQQ (3x Nasdaq) is overheated (RSI>65) → park in 1‑3yr Treasuries (SHY). - Else pick Risk‑On vs Risk‑Off by momentum: Risk‑On → mostly TQQQ + some TMF (3x long Treas.), sized by calmness. Risk‑Off → UUP (U.S. dollar) + TMV (3x short long Treas.). - Extra trend checks (SPY/QQQ/TLT) and “overbought” rules may add brief UVXY or switch to safer sub‑models. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: 22.37% annualized return vs 21.65% for the S&P, with positive alpha (0.045). A regime-switching Nasdaq/Treasuries mix plus volatility hedges aims for higher upside with disciplined risk and diversification beyond the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.890.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
627.07%14.97%2.19%5.01%0.92
QQQ Bonds Basket l BrianE
32,288.9%50.16%0.94%0.78%1.59
Initial Investment
$10,000.00
Final Value
$3,238,889.59
Regulatory Fees
$13,904.85
Total Slippage
$85,208.14
Invest in this strategy
OOS Start Date
Oct 31, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, leveraged etfs, nasdaq + treasuries, risk-on/risk-off, volatility hedge, dollar hedge, daily rebalance, tactical momentum
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
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 22.37%. 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, crypto, and options.