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

About

A daily, rules-based swing in and out of 3x tech ETFs. Own TQQQ when short- and long-term trends look strong; park in T‑Bills (SHV) when momentum weakens; hedge or fade extremes with SQQQ/UVXY; occasionally buy TECL after sharp tech selloffs.
NutHow it works
Daily rotation using trend and overbought/oversold signals. - 20‑day avg = recent typical price. Above it = risk‑on; below = risk‑off. - RSI flags hot/cold moves. PPO checks momentum (fast vs slow). 200‑day avg = long trend. Risk‑on: if QQQ/SPY overheated (RSI >~80) hold UVXY; if TQQQ spikes >~+8.5% use SQQQ; else if 200‑day and PPO positive, own TQQQ; otherwise SHV. Risk‑off: if TQQQ very oversold (RSI <~31) try TECL for a bounce; else SHV. Tickers: TQQQ=3x Nasdaq‑100; TECL=3x Tech; SQQQ=3x inverse; UVXY=volatility; SHV=T‑Bills.
CheckmarkValue prop
Out-of-sample annualized return about 69% vs S&P 20%; Sharpe ~1.19; Calmar ~1.38. A 3x-tech, momentum-driven strategy with hedges aims for much higher upside than the S&P while accepting larger drawdowns in downturns.

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Invest in this strategy
OOS Start Date
May 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,trend following,mean reversion,leveraged etfs,volatility hedge,systematic
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 ETF
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 toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ 20d SMA" has returned 53.70%. 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.