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Symphonies
TQQQ 20d SMA
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based strategy that rides tech uptrends with TQQQ, buys sharp dips with TECL, parks in cash (SHV) when the trend weakens, and occasionally fades overheated moves with UVXY/SQQQ. Uses moving averages, RSI-style “hot/cold” checks, and PPO trend filters.
NutHow it works
What it holds: TQQQ=3x Nasdaq‑100 (big tech), TECL=3x S&P tech, SHV=T‑Bills (cash‑like), UVXY=VIX futures (spikes when stocks fall), SQQQ/PSQ=inverse Nasdaq, IEF=7‑10Y Treasuries. Daily rules: Ride uptrends (own TQQQ only when price is above 20‑ & 200‑day avgs and a trend check called PPO). Buy sharp tech dips (very low “RSI” or big down day) with TECL. When things look “too hot” (very high RSI or huge up day), briefly hedge with UVXY/SQQQ. If the S&P 500 looks weak, it may sit in SHV unless bonds look steadier than inverse Nasdaq.
CheckmarkValue prop
Out-of-sample tech-trend strategy aims for ~69% annualized returns vs 20% SPY, with Sharpe ~1.19 and Calmar ~1.38. It captures big tech rallies using rules-based leverage and hedges, while parking in cash on risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.861.760.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
TQQQ 20d SMA
176,892,307.37%171.85%8.51%-14.84%2.16
Initial Investment
$10,000.00
Final Value
$17,689,240,737.22
Regulatory Fees
$67,651,367.27
Total Slippage
$486,605,732.42
Invest in this strategy
OOS Start Date
May 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend following, momentum, mean reversion, tactical allocation, volatility hedge, daily rebalance
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"TQQQ 20d SMA" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ 20d SMA" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ 20d SMA" has returned 60.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ 20d SMA" is 50.11%. 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 "TQQQ 20d SMA", 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.