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Symphonies
QQQ Simply Off
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Normally 100% in QQQ. If the market’s 5‑day volatility spikes, exit QQQ and buy either Gold (GLD) or long‑term Treasuries (TLT), choosing the one that has fallen more recently (lower 10‑day RSI). A simple risk‑on/risk‑off switch.
NutHow it works
- In normal times it holds QQQ, a tech‑heavy fund (Apple, Microsoft, Nvidia, Google, etc.). - It watches how “bumpy” the broad market (SPY) has been over the last 5 days. If that bumpiness jumps above a high line, it goes defensive. - Defensive choice: buy either Gold (GLD) or long‑term U.S. Treasuries (TLT). It picks the one that looks more beaten‑down over the last 10 days using a simple heat meter (RSI: lower = more sold off). - It switches only when these signals change.
CheckmarkValue prop
Dynamic risk-off: stay in QQQ during calm markets, switch to GLD or TLT when volatility spikes. Out-of-sample: solid risk-adjusted return (Sharpe ~1.07) with diversification; annual return ~19.4% vs SPY ~20.3%, though drawdowns may be higher.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.810.580.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
746.24%10.59%0.54%-0.34%0.63
QQQ Simply Off
2,109.87%15.71%1.99%-2.52%0.83
Initial Investment
$10,000.00
Final Value
$220,987.30
Regulatory Fees
$119.85
Total Slippage
$813.05
Invest in this strategy
OOS Start Date
Jul 15, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,volatility trigger,qqq,gld,tlt,rsi,defensive switch,quant rules
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"QQQ Simply Off" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QQQ Simply Off" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QQQ Simply Off" has returned 17.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QQQ Simply Off" is 24.82%. 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 Simply Off", 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.