Skip to Content
Symphonies
Q/S Pop Bot & LETF AWP
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Two equal sleeves trade Nasdaq and Semis by fading short‑term extremes. Otherwise a macro engine rotates among leveraged Treasuries (long/short), stocks, utilities, gold miners, and the US dollar, with a cash‑like safety switch on volatility. Very high risk.
NutHow it works
Split in two halves: Nasdaq‑100 and Semiconductors. Each half fades extremes: after a sharp drop it buys a 3x bull ETF (TQQQ/SOXL); after a sharp run‑up it buys a 3x bear ETF (SQQQ/SOXS), using a short‑term “heat meter.” If neither extreme: if fear (VIXM) spikes, park in cash‑like bonds (ICSH); else rotate long or short US Treasuries (TMF/TYD vs TMV/TYO) based on trends, and adjust levered stocks, utilities, gold miners, and USD. Daily rebalance.
CheckmarkValue prop
Exceptional out-of-sample edge: ~58% annualized vs S&P ~21%, with Calmar 1.45 and Sharpe ~1.27. Higher upside with managed risk through macro rotation and volatility hedges; note higher drawdowns (~40%) and beta (~2.36) vs SPY.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 29, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, mean reversion, macro rotation, volatility regime, bond timing, multi-asset, daily rebalance
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
ICSH
iShares Ultra Short Duration Bond Active ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
NUGT
Direxion Daily Gold Miners Index Bull 2X Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
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

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.

"Q/S Pop Bot & LETF AWP" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Q/S Pop Bot & LETF AWP" is currently allocated toUPRO, TYD, TMF, NUGT, TQQQ, URTY, UDOWandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Q/S Pop Bot & LETF AWP" has returned 55.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Q/S Pop Bot & LETF AWP" is 39.99%. 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 "Q/S Pop Bot & LETF AWP", 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.