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

About

A daily switcher between long Nasdaq‑100 (QQQ) and short Nasdaq‑100 (PSQ), driven by stock/bond trend, overbought/oversold cues, volatility, dollar, and commodity signals. Net exposure tilts toward or against mega‑cap tech to ride rebounds and fade extremes.
NutHow it works
It owns either QQQ (big tech) or PSQ (the 1× inverse of QQQ). First it checks bond trend (TLT vs its 200‑day average). Then it flips between QQQ and PSQ using “heat” and risk gauges: S&P’s short‑term speed (RSI = 0–100 hot/cold meter), fear spikes (UVXY), wild surges/drops in 3× QQQ (TQQQ), the dollar (UUP), and commodity stress (DBC). Hot/feary → PSQ; washed‑out/steady → QQQ. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~23.45% annualized return, max drawdown ~15.84% (vs SPY ~18.76%), Calmar ~1.48, beta ~0.57. Higher upside with lighter downside through disciplined cross-asset risk cues and QQQ/PSQ timing.

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Invest in this strategy
OOS Start Date
Dec 27, 2022
Trading Setting
Daily
Type
Stocks
Category
Nasdaq-100 timing, cross-asset risk signals, mean reversion + trend, daily rebalance, long/short qqq vs psq
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 ETF
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 19.12%. 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.