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Symphonies
TQQQ: Mastering The Art Of Leverage 2/11/2010 - 11/17/2019
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

80% QQQ all the time. The remaining 20% goes to 3x QQQ (TQQQ) when markets look calm; if not, it moves to short‑term bonds (SHY/VCSH). Goal: add upside with a small dose of leverage while dialing back risk in rough patches.
NutHow it works
Hold ~80% in QQQ (big Nasdaq tech). The other ~20% flips: it buys TQQQ (3× QQQ) when the market (SPY) isn’t in a fresh, sharp drop and QQQ hasn’t been deeply negative over ~4 years; otherwise it parks in short‑term bonds—SHY (Treasuries) and VCSH (corporate). Rebalance near 8% drift.
CheckmarkValue prop
Out-of-sample: ~31.9% annualized vs SPY ~23.9%; Sharpe ~1.11; Calmar ~1.01. 80% QQQ core, 20% tactical sleeve—leverages in calm markets, shifts to bonds in stress for higher upside with disciplined risk vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.051.470.830.91
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
741.19%14.44%1.36%5.73%0.87
TQQQ: Mastering The Art Of Leverage 2/11/2010 - 11/17/2019
3,863.62%26.24%0.43%11.48%0.98
Initial Investment
$10,000.00
Final Value
$396,362.06
Regulatory Fees
$22.12
Total Slippage
$113.69
Invest in this strategy
OOS Start Date
Nov 22, 2023
Trading Setting
Threshold 8%
Type
Stocks
Category
Qqq core, tactical sleeve, leveraged etf, trend filter, risk management, short-term bonds
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toQQQandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.70%. 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, crypto, and options.