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Symphonies
TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily. When bonds are healthy and no sharp Nasdaq selloff, it rides TQQQ (3× Nasdaq). After big drops it mostly sits in cash with a tiny probe. When rates rise, it shifts toward Treasuries, US dollar, and gold, sometimes keeping a smaller TQQQ stake.
NutHow it works
Each day it tests if bonds beat cash (BND vs BIL, 60d). - If yes and the Nasdaq (QQQ) hasn’t fallen >5% in 10d: 100% TQQQ (3× Nasdaq). - If yes but there was a sharp drop: ~98% cash, plus 2% in TQQQ if vol is calm, or TMF (3× long Treasuries) if vol is high (SVXY gauge). - If bonds are weak: if they paused (2d), ~55% TQQQ and 45% a low‑vol mix of IEF (7–10y Treasuries), UUP (USD), GLD (gold), TMF; else only that defensive mix.
CheckmarkValue prop
Out-of-sample edge: ~46% annualized return vs SPY ~13.6%, Sharpe ~1.11 vs ~0.80. Regime-switching: levered Nasdaq in good times; defense in rising-rate regimes—higher upside with disciplined risk (drawdowns possible).
1M
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6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.31.580.380.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
634.56%15.16%1.36%5.73%0.92
TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix
55,204.38%56.39%-7.76%12.06%1.25
Initial Investment
$10,000.00
Final Value
$5,530,438.43
Regulatory Fees
$20,309.85
Total Slippage
$127,718.43
Invest in this strategy
OOS Start Date
Apr 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, trend-following, leveraged nasdaq (tqqq), bonds vs cash, volatility-aware, defensive (treasuries/usd/gold)
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.

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 46.30%. 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, crypto, and options.