Skip to Content
Symphonies
TQQQ Moving Averages
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, tech‑heavy market timer that toggles between 3x long NASDAQ‑100, 3x short, or T‑Bills using long/short moving averages and a volatility spike (VIXY RSI>70) filter.
NutHow it works
It switches between: TQQQ (3x long NASDAQ‑100), SQQQ (3x short), or BIL (T‑Bills). First, is TQQQ above its 200‑day average (long‑term uptrend)? If yes, hold TQQQ unless VIXY’s RSI>70 (volatility surge), then hold SQQQ. If below, if TQQQ’s 3‑day avg > 200‑day, hold SQQQ; else if QQQ > its 50‑day avg, hold TQQQ; otherwise hold BIL. MAs smooth price; RSI flags overheated moves.
CheckmarkValue prop
Out-of-sample, this regime-switching 3x Nasdaq strategy targets higher risk-adjusted gains vs the S&P: ~64% annual return, Sharpe ~1.27, Calmar ~1.84. It rides uptrends with volatility filters and guards spikes, though drawdowns are larger.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 7, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend-following, volatility filter, leveraged etfs, nasdaq-100, market timing
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.

"TQQQ Moving Averages" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ Moving Averages" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ Moving Averages" has returned 64.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ Moving Averages" is 34.77%. 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 "TQQQ Moving Averages", 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.