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Symphonies
Simons QQQ Dump Catcher + TQQQ FTLT Reddit
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, high-octane rotation around leveraged tech. After sharp QQQ drops, it splits into a crash playbook (cash + volatility or semis) plus a core TQQQ system. Otherwise it rides or briefly fades TQQQ based on trend and short-term overbought/oversold signals.
NutHow it works
Daily checks if QQQ fell >5% in 10 days. If yes, split 50/50: a crash sleeve buys BIL (T‑Bills) + UVXY (bet on volatility) when vol is rising, or SOXL (3x semis) if calm; the other half runs the core rules. If no drop, 100% core. Core: If SPY > 200‑day avg, usually hold TQQQ (3x Nasdaq); if it looks overheated (via RSI, a 0–100 momentum gauge), briefly use UVXY. If SPY < 200‑day, rotate among TECL/UPRO (3x tech/S&P), SQQQ (3x inverse Nasdaq) or TLT (long Treasuries) on short‑term swings.
CheckmarkValue prop
Out-of-sample edge: OOS Sharpe ~1.36 vs SPY 1.22; OOS annualized return ~77% vs ~22%; Calmar ~2.32. Higher drawdowns ~33% vs ~19% in SPY, but with much bigger upside in tech and a volatility hedge plus disciplined risk controls.

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Invest in this strategy
OOS Start Date
Aug 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tech/nasdaq focus, trend + mean reversion, volatility hedge, tactical rotation, daily rebalance
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 72.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.01%. 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 the symphony, 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.