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Symphonies
Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switch between QQQ (bullish tech) and PSQ (-1x, bearish tech). It buys dips and fades spikes in tech, gated by bond trends and cross-asset risk gauges (volatility, dollar, commodities), aiming to capture upside while cutting drawdowns.
NutHow it works
Each day it picks one position: QQQ (bullish on big tech) or PSQ (the -1x inverse of QQQ). It first checks long-term Treasury trend (TLT vs 200-day avg) to choose a playbook. Then it: 1) buys dips and fades spikes using RSI (a 0–100 hot/cold score) and fast moves in TQQQ; 2) confirms risk with UVXY (vol), UUP (strong dollar), DBC (commodities), and bond RSIs (BIL vs IEF). Result: flip long/short tech to chase rebounds and avoid drawdowns.
CheckmarkValue prop
Out-of-sample: Binary QQQ/PSQ system capturing tech upside with lower risk—23.45% annualized vs 23.21% S&P, 15.84% max drawdown vs 18.76%, Calmar 1.48, alpha +0.10, beta ~0.57 for steadier, less market-driven gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.560.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.2%14.76%-0.15%0.4%0.91
Remove unused rules of Framework 3.0.4 QQQ/PSQ | AR 49.6% | DD 15.7% | BT 20Oct11 - 08Aug23
21,244.32%45.35%0.83%-4.48%1.94
Initial Investment
$10,000.00
Final Value
$2,134,432.25
Regulatory Fees
$7,223.95
Total Slippage
$48,347.67
Invest in this strategy
OOS Start Date
Dec 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical qqq/psq switch, trend and mean reversion, bond-regime filter, volatility/dollar/commodities gauges, daily rebalancing
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.84%. 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 the symphony, 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.