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Symphonies
This works, don’t be greedy QQQ (68/22) since 2011)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based QQQ strategy: buy a 2× Nasdaq fund after sharp drops, hedge with a volatility fund when QQQ runs too hot, and otherwise follow the S&P 500 trend—own QQQ in uptrends, Utilities in choppy periods, and T‑Bills in downtrends.
NutHow it works
1) If the Nasdaq‑100 (QQQ) has been unusually hot over ~10 days, switch to a short‑term crash hedge (UVXY). 2) If it has been unusually weak over ~10 days, buy a 2× Nasdaq fund (QLD) for a rebound. Else use the S&P 500 trend: above its 200‑day average → QQQ if also above 30‑day, otherwise Utilities (XLU). Below 200‑day → Utilities if 30‑day is OK, otherwise T‑Bills (BIL).
CheckmarkValue prop
Out-of-sample: ~26.8% annualized return, Calmar ~4.79, max drawdown ~5.6%. A rules-based Nasdaq tilt with hedges (UVXY/QLD) that captures upside while limiting downside—risk-aware, Nasdaq-driven alpha vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.450.620.110.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
This works, don’t be greedy QQQ (68/22) since 2011)
138,315.44%65.36%2.59%-3.28%1.77
Initial Investment
$10,000.00
Final Value
$13,841,543.54
Regulatory Fees
$42,714.20
Total Slippage
$294,989.27
Invest in this strategy
OOS Start Date
Jun 3, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, etf rotation, leveraged etfs, volatility hedge, risk-on/off
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLU
State Street Utilities 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXLU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.96%. 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, and options.