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

About

50% in QQQ plus 50% in whichever of TMF, TMV, SVXY, or VIXM has been the calmest over the last 5 days; pairs tech exposure with a rotating rates/volatility sleeve.
NutHow it works
Half the money stays in QQQ (big, tech‑heavy US stocks). The other half holds just one fund at a time, picked each check‑in as the calmest over the last 5 days among: - TMF: 3x up when long‑term Treasury bonds rise - TMV: 3x up when those bonds fall - SVXY: benefits when market fear is low - VIXM: rises when fear rises It always chooses the quietest of these and switches when that changes. These are leveraged/volatility funds, so risk can be high.
CheckmarkValue prop
Diversification with a low equity beta (~0.42) and positive risk-adjusted return. OOS: 14.97% annualized, Sharpe 0.93, Calmar 0.62, max drawdown 24.28% vs SPY 21.20%, Sharpe 1.31, drawdown 18.76%. Best as a portfolio complement, not SPY replacement.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.110.260.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
665.03%15.08%9.27%4.88%0.92
Rotator - QQQ
668.76%15.12%7.21%12.28%0.92
Initial Investment
$10,000.00
Final Value
$76,875.54
Regulatory Fees
$392.42
Total Slippage
$2,265.89
Invest in this strategy
OOS Start Date
Aug 4, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical rotation, low-volatility selection, nasdaq-100 core, leveraged treasuries, vix/volatility etps, risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
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.

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

"Rotator - QQQ" is currently allocated toQQQandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rotator - QQQ" has returned 17.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rotator - QQQ" is 24.28%. 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 "Rotator - 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, and options.