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Symphonies
smarter TQQQ - longer backtest period
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Mostly holds QQQ (Nasdaq‑100). After a 5‑day drop worse than −5%, it switches to a short‑term trade: if the last day jumped >1%, buy QID (2x inverse); otherwise buy QLD (2x long). Rebalanced daily; Big Tech–heavy exposure.
NutHow it works
QQQ = Nasdaq‑100 (Big Tech). QLD = 2x long QQQ (amplifies moves). QID = 2x inverse (rises when QQQ falls). Daily: - If QQQ dropped >5% in the last 5 days, take a short‑term trade: • If the last day rose >1% → buy QID (fade the bounce). • Else → buy QLD (play a rebound). - Otherwise hold QQQ. Exposure: tech, comm services, consumer discretionary.
CheckmarkValue prop
Out-of-sample edge: ~29% annualized return vs ~13% for the S&P; Sharpe ~1.04 vs ~0.77; Calmar ~1.04. Drawdowns can be larger in stress, but tactical 2x leverage delivers superior risk-adjusted upside vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.111.160.640.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
690.56%11.27%1.36%5.73%0.64
smarter TQQQ - longer backtest period
6,252.15%23.9%0.6%8.42%0.9
Initial Investment
$10,000.00
Final Value
$635,215.20
Regulatory Fees
$750.47
Total Slippage
$3,998.65
Invest in this strategy
OOS Start Date
Jan 30, 2022
Trading Setting
Daily
Type
Stocks
Category
Nasdaq-100, big tech, tactical leverage, daily rebalanced, mean-reversion
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.

"smarter TQQQ - longer backtest period" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"smarter TQQQ - longer backtest period" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "smarter TQQQ - longer backtest period" has returned 29.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "smarter TQQQ - longer backtest period" is 28.09%. 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 "smarter TQQQ - longer backtest period", 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.