Skip to Content
Symphonies
Simplified QQQ FTLT
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Tech‑tilted, rules‑based rotation. Start with a 200‑day SPY trend filter. Default to QQQ; step aside to BTAL or T‑Bills when short‑term “heat” is too high; in downtrends, buy XLK/SPY on rare washouts, else stay defensive or in QQQ.
NutHow it works
Daily steps: 1) Is SPY in an uptrend? (price above its 200‑day average). • If yes: hold QQQ unless short‑term “heat gauges” say it’s too hot: if TQQQ is very hot, use BTAL; if SPXL is very hot, use BIL (T‑Bills). • If no: buy tech (XLK) or SPY only on sharp washouts; else hide in BTAL or BIL. If none of those fire, hold QQQ. RSI = 0–100 heat gauge; MA = average price.
CheckmarkValue prop
Out-of-sample, this tech-tilted, rules-based rotation offers stronger risk-adjusted performance vs the S&P: ~31.4% annualized return vs ~21.5%; drawdown ~16% vs ~18.8%; Sharpe ~1.41 vs ~1.29; Calmar ~1.96. More upside, less downside.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 26, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical rotation, rsi filters, tech-heavy (qqq/xlk), risk-off hedges (btal/bil), daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
XLK
State Street Technology Select Sector SPDR 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.

"Simplified QQQ FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simplified QQQ FTLT" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simplified QQQ FTLT" has returned 27.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simplified QQQ FTLT" is 16.02%. 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 "Simplified QQQ FTLT", 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.