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Symphonies
Std Deviations Avoids Drawdowns
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between QQQ (tech-heavy growth) and TLT (long-term Treasuries) based on how choppy QQQ has been lately. Calm markets: hold QQQ. Turbulent markets: move to TLT to try to avoid big stock drawdowns.
NutHow it works
Each day, it checks how bumpy QQQ’s last 10 trading days were. QQQ holds big Nasdaq names (Apple, Microsoft, NVIDIA, etc.). If those daily swings are very large (over about 3% a day), it switches to TLT, which holds long-term U.S. Treasury bonds, for safety. If swings are calmer, it stays in QQQ.
CheckmarkValue prop
Volatility-driven QQQ-TLT rotation: seek tech upside in calm markets and safety in turbulence. In out-of-sample tests, about 43.5% annualized return vs SPY’s 33.7%, with strong risk-adjusted metrics (Calmar ~5.5; Sharpe ~2.57).

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Invest in this strategy
OOS Start Date
May 10, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility filter, qqq–tlt rotation, drawdown avoidance, risk management
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.

"Std Deviations Avoids Drawdowns" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Std Deviations Avoids Drawdowns" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Std Deviations Avoids Drawdowns" has returned 43.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Std Deviations Avoids Drawdowns" is 7.88%. 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 "Std Deviations Avoids Drawdowns", 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.