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Symphonies
Simons 69.0 42.0
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple on/off switch: if QQQ’s ~3‑year gain is very strong (>~42%), sit in T‑bills (BIL). Otherwise, bet aggressively on a 3x Nasdaq‑100 fund (TQQQ). Very concentrated and risky when “on,” and may miss rallies when “off.”
NutHow it works
It checks how much the Nasdaq-100 (QQQ) gained over about 690 trading days (~3 years). If that gain is above ~42%, it parks in BIL (short‑term U.S. T‑bills). Otherwise it goes all‑in on TQQQ, a fund that targets 3x QQQ’s daily moves. It only switches when this test flips.
CheckmarkValue prop
Out-of-sample return about 21.3% vs the S&P 500 around 19.7%, with Sharpe about 0.82 and beta ~0.58. A disciplined regime-switching strategy aiming for higher upside with lower market beta than a plain S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.150.980.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
741.19%14.44%1.36%5.73%0.87
Simons 69.0 42.0
4,392.67%27.25%0.33%0.98%0.9
Initial Investment
$10,000.00
Final Value
$449,267.16
Regulatory Fees
$248.54
Total Slippage
$1,125.71
Invest in this strategy
OOS Start Date
Jul 26, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical timing, contrarian filter, nasdaq-100 focus, leveraged etf, cash switching
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.

"Simons 69.0 42.0" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simons 69.0 42.0" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simons 69.0 42.0" has returned 21.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simons 69.0 42.0" is 22.10%. 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 "Simons 69.0 42.0", 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.