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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

A simple daily switch: stay 100% in QQQ (big tech‑heavy Nasdaq‑100) until its short‑term swings become unusually large; then flip 100% to TLT (long‑term U.S. Treasuries). Goal: avoid deep stock drawdowns by hiding in bonds during turmoil.
NutHow it works
Each day the strategy checks how “jumpy” QQQ (a tech‑heavy Nasdaq‑100 ETF) has been over the last ~2 weeks. If recent daily moves are unusually large, it moves 100% into TLT (an ETF of long‑term U.S. Treasury bonds). Otherwise it holds 100% QQQ. This aims to sidestep big stock declines by taking shelter in Treasuries when stock volatility spikes. The check uses a 10‑day standard‑deviation (typical size of daily moves) threshold and rebalances daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~36.46% annualized return vs ~29.77% for SPY, with Calmar ~4.63 and strong risk-adjusted growth. It reduces equity risk by shifting to Treasuries during spikes; max drawdown ~7.88%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.740.470.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1,133.8%11.25%-0.15%0.4%0.66
Std Deviations Avoids Drawdowns
5,746.27%18.84%0.83%-1.83%0.95
Initial Investment
$10,000.00
Final Value
$584,627.00
Regulatory Fees
$98.03
Total Slippage
$670.59
Invest in this strategy
OOS Start Date
May 10, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility-based, tactical allocation, risk-on/risk-off, equities vs treasuries, daily rebalanced, crash protection
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

"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 26.14%. 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, and options.