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Symphonies
Simple Regime Switching and Dip Buying and Shorting with Leveraged Nasdaq (2x)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses SPY’s trend and short‑term “oversold” signals to switch. Uptrend: half QQQ, half 2x QQQ. Downtrend and oversold: 2x QQQ. Downtrend but not oversold: staples plus –2x Nasdaq. Tech‑heavy with leveraged ETF risk.
NutHow it works
Tickers: SPY=S&P 500; QQQ=Nasdaq‑100; QLD=2x QQQ; QID=–2x QQQ; XLP=consumer‑staples. 200‑day average = average SPY price over ~10 months; RSI(10)=0–100 speed‑of‑drop gauge; <30=oversold. If SPY above its 200‑day avg: split QQQ/QLD. If SPY below and RSI<30: buy dip with QLD. Else: split XLP/QID.
CheckmarkValue prop
Out-of-sample edge: ~34.7% annualized return vs SPY’s ~23.5%, with Calmar ~1.29, driven by regime-switching and Nasdaq tilt. Higher upside potential and diversification, but expect larger drawdowns (up to ~26.8%).

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Invest in this strategy
OOS Start Date
Sep 25, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Regime switching, trend following, rsi dip-buying, leveraged etfs, inverse etfs, nasdaq-100 tilt, defensive rotation
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.

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

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

Year-to-date, the symphony has returned 34.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.83%. 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, crypto, and options.