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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 switch: if the Nasdaq‑100’s past ~3‑year gain is over 42%, hold short‑term T‑bills (BIL). Otherwise, hold 3× leveraged Nasdaq‑100 (TQQQ). One holding at a time; very defensive or very aggressive—nothing in between.
NutHow it works
It watches QQQ, a fund tracking the Nasdaq‑100 (big tech like AAPL, MSFT, NVDA). Over ~690 trading days (~3 years), if QQQ’s total gain is ABOVE 42%, it parks in BIL (a cash‑like Treasury bill fund). If NOT, it goes 100% into TQQQ, a very aggressive fund targeting 3× QQQ’s daily moves. The rule is checked periodically; only one fund is held at a time.
CheckmarkValue prop
Contrarian Nasdaq-100 timing: leverages in dips, shifts to cash after long runs. OOS return 19.57% vs S&P 19.22%; drawdown 22.1% vs 18.8%; Calmar ~0.89; beta ~0.56 - strong risk-adjusted upside with diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.150.970.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
744.59%14.24%-0.15%0.4%0.86
Simons 69.0 42.0
4,431.72%26.86%0.27%0.87%0.9
Initial Investment
$10,000.00
Final Value
$453,172.10
Regulatory Fees
$248.75
Total Slippage
$1,125.70
Invest in this strategy
OOS Start Date
Jul 26, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, contrarian timing, nasdaq-100, leveraged etf, risk-on/risk-off, single-asset rotation
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"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 18.52%. 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, and options.