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

About

Own QQQ in market uptrends. In downtrends, either buy a sharp dip with 2x QQQ (when selling is extreme) or hide in consumer staples (XLP). Simple trend filter plus occasional dip‑buying for rebounds.
NutHow it works
Each day: 1) If SPY (broad U.S. market) is above its 200‑day average, own QQQ (big tech/Nasdaq‑100). 2) If not, check RSI(10) on SPY—a short‑term 0–100 pressure score; <30 = very oversold. If RSI<30, buy QLD (2x QQQ) for a bounce; otherwise hold XLP (defensive consumer‑staples).
CheckmarkValue prop
Out-of-sample, this regime-switching strategy delivers higher risk-adjusted returns than the S&P: OOS annualized return ~35.4% vs ~23.5%, Sharpe ~1.41, Calmar ~1.57, with a higher max drawdown (~22.6%) but potential for bigger upside in tech-led uptrends.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.980.670.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
684.22%11.18%1.36%5.73%0.64
Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x)
7,300.76%24.8%0.6%8.42%1.06
Initial Investment
$10,000.00
Final Value
$740,075.55
Regulatory Fees
$824.75
Total Slippage
$4,702.00
Invest in this strategy
OOS Start Date
Sep 25, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Regime switching, trend following, mean reversion, leveraged etfs, nasdaq focus, 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 toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 35.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.63%. 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.