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Symphonies
Safer QQQ + Overbought BT20110104
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based approach to hold ~1x Nasdaq with a Treasury cushion: 1/3 in TQQQ (3x fund ≈ 1x QQQ) and 2/3 in Treasuries when conditions are healthy; shifts to T‑bills/defensive mix when weak; briefly flips to VIXY if the Nasdaq looks overheated.
NutHow it works
Daily rules: If the Nasdaq (via TQQQ, a 3x QQQ fund) looks very overheated, move all to VIXY (tends to jump when fear/volatility rises). Otherwise split: ~1/3 tries to own TQQQ when stocks look healthier and bonds (BND) beat T‑bills (BIL); else it parks in T‑bills or a defensive BTAL+SVXY mix. The other ~2/3 owns long Treasuries (TLT) only when they’re in an uptrend and bonds beat T‑bills; otherwise sits in T‑bills. Goal: ~1x QQQ plus a Treasury cushion, with a fast “overbought” brake.
CheckmarkValue prop
Disciplined SPY diversifier: Nasdaq tilt with a Treasury cushion and a VIXY brake, underpinned by out-of-sample risk controls (oos Sharpe 0.241957, oos Calmar 0.129302) to curb tail risk in volatility, not just chase beta.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.360.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
558.58%14.02%-7.68%-7.76%0.87
Safer QQQ + Overbought BT20110104
8,479.14%36.32%-2.46%-4.18%1.7
Initial Investment
$10,000.00
Final Value
$857,914.07
Regulatory Fees
$2,578.29
Total Slippage
$15,801.03
Invest in this strategy
OOS Start Date
Oct 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,nasdaq 100,treasuries,leveraged etf,volatility hedge,trend/momentum,risk management,daily rebalancing
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXY
ProShares VIX Short-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.

"Safer QQQ + Overbought BT20110104" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Safer QQQ + Overbought BT20110104" is currently allocated toBIL, BTALandSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Safer QQQ + Overbought BT20110104" has returned 0.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Safer QQQ + Overbought BT20110104" is 21.81%. 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 "Safer QQQ + Overbought BT20110104", 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.