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Symphonies
TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 | 258.9%/42.2%DD from 28 Oct 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rides tech’s uptrend with TQQQ when the market is healthy, buys big dips, and flips to crash hedges (SQQQ, UVXY) or Treasuries (TLT) when prices look too hot or volatility spikes. Daily rules aim to capture gains while cutting deep drawdowns.
NutHow it works
Each day it checks trend and “heat.” If SPY is above its 200-day average, it mostly holds TQQQ (3x Nasdaq-100). After sharp drops it buys TQQQ only if deeply washed-out; otherwise it hedges with SQQQ (3x inverse). When things look too hot or jumpy, it shifts to UVXY (volatility) or TLT (Treasuries). If SPY is below the 200-day, it mostly stays in those hedges, touching TQQQ only on big dips or brief strength. RSI = gauge of how stretched moves are.
CheckmarkValue prop
Out-of-sample, this strategy captures tech-led upside with adaptive hedges, delivering ~80% annualized return vs SPY ~23%, Sharpe ~1.29, Calmar ~1.58. Higher upside with strong risk-adjusted performance, though drawdowns can be larger in bear markets.

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Invest in this strategy
OOS Start Date
Oct 17, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend following (200-day ma), mean reversion, volatility hedge, nasdaq-100 focus, tactical allocation, daily rebalanced
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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

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 70.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 50.76%. 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.