Skip to Content
Symphonies
TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based switches between leveraged tech (TQQQ) and a defensive mix (Treasuries, US dollar, gold) using interest‑rate trends, recent tech drawdowns, and a volatility gauge to dial risk up or down.
NutHow it works
Each day: 1) Rate check: If bonds (BND) beat cash-like T‑bills (BIL) over 60 days, rates aren’t rising; else they are. 2a) If rates not rising: usually hold TQQQ (3x Nasdaq‑100 tech). But if QQQ fell >5% in 10 days, cut to a tiny position and, using a vol gauge (SVXY), hold either TMF (3x long Treas) or a small TQQQ stake. 2b) If rates rising: go defensive—about 55% TQQQ and 45% split across steadier assets (IEF Treasuries, UUP USD, GLD gold, TMF), or 100% in that mix when short‑term bonds are weak.
CheckmarkValue prop
Out-of-sample edge: 44.17% annualized return vs ~13.66% for the S&P, Sharpe 1.08 vs 0.81, but max drawdown 59.33% vs 20.28%. A rate-regime, volatility-driven approach aiming higher growth with disciplined risk control.

Loading backtest data...

Invest in this strategy
OOS Start Date
Apr 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged tech, rate regime, volatility filter, risk-on/off, daily rebalance, safe-haven mix
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toGLD, IEF, TMF, UUPandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 41.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 59.33%. 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 the symphony, 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.