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Symphonies
TQQQ + Crash Commods
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-mode tactical system: defensive bottom-two among PDBC/XLV/XLP when SPY is below its 200-day MA; otherwise a Nasdaq/tech leverage tilt using RSI/momentum signals, with volatility hedges (UVXY) and a Nasdaq dip-buy subgroup.
NutHow it works
Two-mode tactical system. When SPY is below its 200-day moving average, the strategy buys the cheaper two of PDBC, XLV, XLP and weights them equally. When SPY is not below, it switches to a Nasdaq/Tech leverage setup (TQQQ, SPXL, SQQQ, UVXY, QQQ, TLT, etc.) guided by short-term RSI and momentum signals, sometimes with a Nasdaq dip-buy group. The plan uses short windows (10 days for RSI, 1–5 days for cumulative returns) and a mix of price, moving-average, and relative-strength checks to decide what to hold. It aims to protect on downturns and pursue upside on upturns, with volatility hedges as a safety net; it’s a backtested, rule-driven, but complex system with leverage and multiple asset classes.
CheckmarkValue prop
Out-of-sample, this strategy offers higher risk-adjusted upside than SPY: Sharpe ~1.52, Calmar ~1.95, and ~84% annualized return vs ~23%. It shifts to defensive bets in weakness and uses Nasdaq/tech leverage with hedges, accepting larger drawdowns.

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Invest in this strategy
OOS Start Date
May 9, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset; tactical allocation; sector/commodity rotation; leveraged etfs; momentum/rsi; volatility hedging
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLV
State Street Health Care 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.

"TQQQ + Crash Commods" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ + Crash Commods" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ + Crash Commods" has returned 67.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ + Crash Commods" is 42.97%. 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 + Crash Commods", 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.