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Symphonies
QQQ Since Jan 2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule‑based QQQ strategy: ride tech in uptrends, but when prices look overheated it hides in bonds/gold. In weak markets it quickly shifts among QQQ, inverse QQQ, Treasuries, or cash. A smaller sleeve adds extra crash/sideways protection with 2x long/short toggles.
NutHow it works
First it checks if the broad market (SPY) is in an uptrend (price above its 200‑day average). In uptrends it mainly holds QQQ; if short‑term heat builds (high RSI), it parks in Treasuries or gold. In weak markets it rotates among QQQ, inverse QQQ, Treasuries, or cash using short‑term trend and overbought/oversold cues. A small sleeve (~30%) adds extra bear/sideways rules, toggling between 2x long or 2x short QQQ and sometimes semiconductors. RSI = 0–100 heat gauge.
CheckmarkValue prop
Out-of-sample edge: 33.8% annualized return vs 18.3% for the S&P, Sharpe ~1.18 vs ~1.09, and Calmar ~1.44. A tech-focused strategy with tactical hedges (bonds/gold) offers bigger upside with superior risk-adjusted performance.

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Invest in this strategy
OOS Start Date
Mar 27, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical rotation, trend/momentum, tech-focused (qqq), crash defense, leverage & inverse etfs, treasuries/gold hedges
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 Since Jan 2007" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QQQ Since Jan 2007" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QQQ Since Jan 2007" has returned 28.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QQQ Since Jan 2007" is 23.44%. 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 Since Jan 2007", 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.