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Symphonies
Simons The Holy Grail + TQQQ FTLT Frankensteins Monster
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules-based swing strategy around the Nasdaq-100: ride TQQQ in uptrends, flip to UVXY on extreme heat, step down to QQQ on weakness; in downtrends, buy extreme dips in 3x bulls or rotate to SQQQ or TLT.
NutHow it works
It first checks if TQQQ (3x Nasdaq-100) is in a long-term uptrend (price above its 200-day average). If yes: when the market looks red-hot (a short-term "hot/cold" score called RSI > ~80 on QQQ/TQQQ/SPXL), it jumps to UVXY (volatility). Otherwise it holds TQQQ, or QQQ if TQQQ looks weak (RSI<45). If not in an uptrend: it buys sharp dips in TECL or UPRO if they are very "cold" (RSI<35/30); else it rotates between SQQQ (3x inverse QQQ) and TLT (Treasuries) based on short-term strength.
CheckmarkValue prop
Out-of-sample annualized return ~77% vs ~24% for the S&P, with positive alpha and Calmar ~2.61. Delivers superior long-term growth and solid risk-adjusted performance, though higher drawdowns can occur in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.781.350.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
Simons The Holy Grail + TQQQ FTLT Frankensteins Monster
15,136,202.08%129.14%-13.92%-26.43%1.71
Initial Investment
$10,000.00
Final Value
$1,513,630,207.78
Regulatory Fees
$3,792,124.79
Total Slippage
$27,257,924.63
Invest in this strategy
OOS Start Date
Aug 7, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, trend-following, mean reversion, volatility hedge, tactical rotation
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra 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.

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

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

Year-to-date, the symphony has returned 45.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.99%. 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.