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Symphonies
TQQQ Moving Averages
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based Nasdaq‑100 timer that rotates among TQQQ (triple‑leveraged up), SQQQ (triple‑leveraged down), or BIL (T‑Bills) using 200/50/3‑day moving averages and a volatility spike alarm from VIXY’s RSI (>70).
NutHow it works
What each is: TQQQ ≈ 3x up Nasdaq‑100; SQQQ ≈ 3x down; QQQ = regular Nasdaq‑100; VIXY = ETF that jumps when market fear (volatility) spikes; BIL = T‑Bills (cash‑like). Rules: If TQQQ > 200‑day average (uptrend) hold TQQQ, unless VIXY’s RSI>70 (RSI is a 0–100 speed‑of‑move score; >70 = strong fear surge) — then use SQQQ. If TQQQ ≤ 200‑day: if its 3‑day average > 200‑day use SQQQ; else if QQQ > 50‑day use TQQQ; otherwise hold BIL.
CheckmarkValue prop
Out-of-sample, this Nasdaq-100 timer targets ~60% annualized upside vs SPY’s ~23%, with Calmar ~1.74 and strong risk-adjusted returns. It rotates leveraged long/short and cash using a volatility filter—expect higher drawdowns (~35%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.271.50.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
578.87%13.51%-1.77%0.2%0.83
TQQQ Moving Averages
26,683.33%44.77%-18.13%-19.75%1.02
Initial Investment
$10,000.00
Final Value
$2,678,332.61
Regulatory Fees
$2,104.45
Total Slippage
$12,896.80
Invest in this strategy
OOS Start Date
Dec 7, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, nasdaq-100 timing, leveraged etfs, volatility filter, risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXY
ProShares 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.

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

Year-to-date, "TQQQ Moving Averages" has returned 33.10%. 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, and options.