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Symphonies
TQQQ FTLT Signal Differentiation Example
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based rotation that rides TQQQ in uptrends and shifts to cash, short tech, or Treasuries in downtrends using short-term momentum cues. It blends four trend views and equal-weights their picks.
NutHow it works
Runs four parallel rule-sets. Each asks if SPY/QQQ is in an uptrend (price above a 50/100/150/200‑day moving average—the average price; above=uptrend). If yes, it usually holds TQQQ (3x Nasdaq) unless short‑term RSI (0–100; high=“hot”) is extreme, then it parks in BIL (T‑bills). If trend is down, it rotates among TECL (3x tech), UPRO (3x S&P), SQQQ (‑3x Nasdaq) or TLT (Treasuries) via short‑term RSI. The four picks are equal‑weighted and rebalanced daily.
CheckmarkValue prop
A disciplined, four-group, trend-following system that rides TQQQ in uptrends and rotates to hedges in down markets. Out-of-sample Sharpe ~1.52 vs S&P ~1.16, Calmar ~3.27, and higher risk-adjusted upside, with multiple trend horizons.

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Invest in this strategy
OOS Start Date
Sep 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, trend-following, momentum, tactical allocation, inverse etfs, treasuries, us equities, daily rebalancing
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
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
TECL
Direxion Daily Technology Bull 3x Shares
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 93.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.39%. 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.