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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

A two-sleeve, rules-based strategy: in downtrends it tilts to commodities/defensive sectors; otherwise it tactically buys Nasdaq dips or hedges. It rapidly switches among TQQQ, SQQQ, UVXY, and TLT using “hot vs. oversold,” volatility, and trend signals.
NutHow it works
Two equal parts. 1) If the S&P 500 (SPY) is below its 200‑day average, buy 2 of PDBC (commodities), XLV (health care), XLP (staples)—the two that lagged ~1 month. If above, use a “buy‑the‑dip Nasdaq” playbook that switches among TQQQ (3x Nasdaq‑100), SQQQ (3x inverse), or TLT (long Treasuries) based on short‑term moves. 2) The other half rotates among TQQQ/SQQQ/UVXY (VIX “fear” ETF)/TLT using RSI (0–100 speedometer), 1–5 day drops, volatility, and the 20‑day trend.
CheckmarkValue prop
Out-of-sample edge: annualized return ~84% vs ~23% for SPY; Sharpe ~1.52 vs ~1.44; Calmar ~1.95. Dynamic hedges + Nasdaq-dip plays offer stronger risk-adjusted growth than the S&P 500, with larger drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.521.310.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
299.47%13.01%-1.77%0.2%0.78
TQQQ + Crash Commods
74,987.63%79.43%-0.39%-2.36%1.45
Initial Investment
$10,000.00
Final Value
$7,508,762.64
Regulatory Fees
$7,428.76
Total Slippage
$48,862.13
Invest in this strategy
OOS Start Date
May 9, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend filter, mean reversion, volatility hedging, defensive rotation, multi-asset
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.