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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

Aggressively hold TQQQ when tech is steady and rates aren’t rising; switch to TMF on sharp, high‑vol selloffs. If rates are rising, blend TQQQ with steadier havens (Treasuries, dollar, gold) using volatility‑based sizing. Rebalanced daily.
NutHow it works
Daily checks: 1) 60‑day trend: if BND (bonds) ≥ BIL (T‑bills) → rates stable; else → rates rising. 2a) Stable: if QQQ 10‑day drop ≤5% → hold TQQQ (3x QQQ). If >5% and vol jumped (SVXY 5‑day down) → hold TMF (3x long Treas.); else TQQQ. 2b) Rising: if BND 2‑day ≥0 → 55% TQQQ + 45% a safe‑haven mix (IEF 7‑10y Treas., UUP $USD, GLD gold, TMF) sized by 45‑day volatility; else hold only that mix. Rebalance daily.
CheckmarkValue prop
Out-of-sample Sharpe 1.08 vs S&P 0.81; OOS annualized return ~44% vs ~13.7%. This strategy captures tech strength with rate-sensitive hedges, delivering higher risk-adjusted gains—though drawdowns can be larger than the S&P.

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Invest in this strategy
OOS Start Date
Apr 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend-following, leveraged etfs, volatility filter, rates regime, nasdaq-100, treasuries, gold, dollar, daily rebalance
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 Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.81%. 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.