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Symphonies
TQQQ For The Long Term (Reddit Post Link) - 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

Rules‑based, daily switch among TQQQ (3x Nasdaq‑100), BIL (cash‑like), UPRO (3x S&P 500), SQQQ (3x short Nasdaq‑100), and TLT (long Treasuries) using a long‑term trend filter plus short‑term “hot/cold” readings to ride tech‑led uptrends and defend in downturns.
NutHow it works
First check if the S&P 500 is in a long‑term uptrend (price > 200‑day average). If yes, hold TQQQ (3x Nasdaq‑100) unless short‑term is very “hot” (RSI, a 0‑100 heat score) — then park in BIL (T‑bills). If no, buy oversold dips in TQQQ/UPRO (3x S&P 500); otherwise switch to SQQQ (3x short Nasdaq‑100) or TLT (long US Treasuries). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns (oos Sharpe ~1.37 vs SPY ~1.16; Calmar ~1.85) with Nasdaq-100 3x upside. Trend-following/regime-switching aims for tech booms; expect larger drawdowns (~50% vs SPY ~19%), but bigger upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.621.770.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
766.79%14.22%1.36%13.5%0.86
TQQQ For The Long Term (Reddit Post Link) - BIL instead of UVXY and TQQQ intsead of TCEL for longterm backtest compare
11,805,491.09%105.21%10.8%84.8%1.54
Initial Investment
$10,000.00
Final Value
$1,180,559,108.95
Regulatory Fees
$710,138.45
Total Slippage
$6,835,046.74
Invest in this strategy
OOS Start Date
Sep 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend following,momentum,leveraged etfs,regime switching,risk-on/risk-off,tactical allocation
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 93.80%. 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.