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

About

Half the portfolio rides QQQ when the market is healthy; the rest rotates into sectors and long Treasuries only when their trends are strong, otherwise it routes back to the core. When trends break, it shifts to T-Bills, staples, and gold.
NutHow it works
Split ~50/50 between a core and rotating sleeves. Core: If SPY is above its 200-day average (uptrend), hold QQQ (Nasdaq-100). If not, hold 50% T-Bills (BIL) and 50% a calmer mix of staples (XLP) + gold (GLD); unless QQQ’s short-term strength (RSI) is very weak, then hold tech (XLK). Rotating sleeves: 4 sectors (XLF, XLK, XLE, XLU) held only when short-term trend > medium; else they revert to the core. A bond sleeve (TLT) swaps between long Treasuries and the core on long-term trend/strength.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P 500: Sharpe ~1.28 vs ~1.14, annualized return ~25% vs ~21%, max drawdown ~15.4% vs ~18.8%, beta ~0.89, Calmar ~1.64. Stronger risk-adjusted gains with less downside.
1M
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YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.580.590.77
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
529.9%10.46%1.36%5.73%0.6
Rotating Super QQQ
3,014.22%20.43%0.66%6.95%1.31
Initial Investment
$10,000.00
Final Value
$311,422.16
Regulatory Fees
$511.54
Total Slippage
$3,383.97
Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, sector rotation, risk-on/risk-off, bonds, gold
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

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

"Rotating Super QQQ" is currently allocated toQQQ, XLF, XLE, TLTandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rotating Super QQQ" has returned 25.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rotating Super QQQ" is 15.37%. 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 "Rotating Super QQQ", 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, crypto, and options.