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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 strategy that rides TQQQ in uptrends, hides in T‑bills when momentum fades, and makes short, tactical bets after extremes (UVXY on overbought, TECL on oversold; sometimes SQQQ after big up days). Very high risk due to leveraged ETFs.
NutHow it works
Daily, it tries to ride big tech via TQQQ (3x Nasdaq‑100). It buys TQQQ only when price is above its 20‑day and 200‑day averages and a momentum check (PPO) is positive. If trend is weak, it parks in SHV (T‑bills). After extremes it takes short hops: if “too hot” (RSI very high) it buys UVXY (betting on a pullback); if “washed‑out” (RSI very low) it buys TECL (3x tech) or, after huge up days, sometimes SQQQ. RSI=0–100 heat gauge; PPO=momentum.
CheckmarkValue prop
Out-of-sample Sharpe ~1.35 vs ~1.17 for the S&P, with ~88% annualized upside and Calmar ~1.76—driven by disciplined trend/momentum and tactical bets. Higher growth potential than the S&P, but accept higher drawdowns (~50%) in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.881.750.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
TQQQ 20d SMA
205,408,699.02%179.48%1%17.54%2.21
Initial Investment
$10,000.00
Final Value
$20,540,879,902.44
Regulatory Fees
$52,815,896.73
Total Slippage
$379,889,718.65
Invest in this strategy
OOS Start Date
May 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged trend-following, tactical momentum, mean-reversion, volatility hedge, market timing, nasdaq-100, daily rebalanced
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.

"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 88.28%. 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, crypto, and options.