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Symphonies
TQQQ For The Long Term (Reddit Post Link) - 50d tqqq/200d tqqq, BIL instead of UVXY and TQQQ intsead of TCEL for longterm backtest compare
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rule-based switches among TQQQ, SQQQ, UPRO, TLT, and BIL using a long-term trend filter and short-term “heat” (RSI). Rides tech uptrends with TQQQ, steps to cash when overheated, and uses hedges or dip-buys in downtrends. Very high risk.
NutHow it works
Uses: TQQQ=3x NASDAQ-100; SQQQ=−3x NASDAQ-100; UPRO=3x S&P 500; TLT=long Treasuries; BIL=T-bills (cash). RSI is a 0–100 short-term “heat” gauge (>80 hot, <30 washed-out). 1) If TQQQ’s 50-day avg > 200-day: hold TQQQ unless RSI(TQQQ)>79 or RSI(SPY)>80 → BIL. 2) Else: if RSI(TQQQ)<31 → TQQQ; else if RSI(SPY)<30 → UPRO; else if TQQQ<20-day avg → hold the stronger of SQQQ or TLT; else if RSI(SQQQ)<31 → SQQQ; otherwise TQQQ. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~60% annualized return, ~58% max drawdown, Calmar ~1.03, Sharpe ~1.04 vs SPY ~21% return and ~19% drawdown. Captures tech uptrends with hedges/regime shifts for higher upside, but with added risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.312.280.430.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
649.02%14.13%-0.15%0.4%0.86
TQQQ For The Long Term (Reddit Post Link) - 50d tqqq/200d tqqq, BIL instead of UVXY and TQQQ intsead of TCEL for longterm backtest compare
127,512.01%59.89%1%-9.32%1.09
Initial Investment
$10,000.00
Final Value
$12,761,200.95
Regulatory Fees
$13,150.27
Total Slippage
$88,722.85
Invest in this strategy
OOS Start Date
Sep 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following,momentum,mean-reversion,leveraged etfs,market timing,rsi,moving averages,tactical asset allocation,risk management
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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
UPRO
ProShares UltraPro S&P 500
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 42.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 58.04%. 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.