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Symphonies
TQQQ FTLT (Reddit link) with stop loss/sideways market detection 0.0.0.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based swing strategy using 3x ETFs. In uptrends: hold TQQQ unless overheated (then UVXY) or weak (then BIL). In downtrends: play oversold bounces, else rotate to SQQQ or TLT, or sit in BIL. High risk, tech-heavy tilt.
NutHow it works
1) Trend check: Is SPY above its 200‑day average (a long‑term trend line)? - If YES: If the market looks “red‑hot” (RSI, a 0–100 heat gauge, > ~80), briefly hold UVXY (a volatility spike bet). Otherwise hold TQQQ if its trend is up and the last ~200‑day loss is < ~25%; else sit in BIL (cash‑like T‑Bills). - If NO: Try quick rebounds (TECL/UPRO) when oversold (RSI < ~30). If no bounce, choose SQQQ or TLT based on which is stronger short‑term; if damage is mild, try TQQQ; else use BIL. Main exposures: tech/Nasdaq, S&P 500, Treasuries, cash‑like T‑Bills, and short‑term volatility.
CheckmarkValue prop
Out-of-sample shows ~23% annualized return vs ~17.8% for the S&P 500, with solid risk-adjusted gains (Calmar ~0.55). Benefits: higher upside in rallies and systematic risk controls; caveat: larger drawdowns in bear markets.

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Invest in this strategy
OOS Start Date
Jul 9, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, trend following, momentum, tactical allocation, volatility hedge, risk management
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 23.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.02%. 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.