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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 trend‑and‑fear switcher for the tech‑heavy Nasdaq‑100. It uses 3× long TQQQ, flips to 3× inverse SQQQ on fear spikes or breakdowns, and parks in T‑bills (BIL) when trends are weak. QQQ is used only to read a cleaner 50‑day trend.
NutHow it works
Chooses among four funds tied to the Nasdaq‑100: TQQQ (3× long), SQQQ (3× inverse), QQQ (signal only), and BIL (T‑bills). • If TQQQ is above its 200‑day average, hold TQQQ unless fear is spiking—seen via VIXY (a volatility fund); if VIXY’s RSI (0–100 speed‑of‑rise gauge) >70, hold SQQQ. • If below the 200‑day: short with SQQQ when the 3‑day average is above the 200‑day; otherwise hold TQQQ if QQQ is above its 50‑day, or BIL if not.
CheckmarkValue prop
Out-of-sample: Nasdaq‑100 momentum with 3x leverage and a fear hedge aims for higher upside. It delivers ~60% annualized return vs ~23% for the S&P, with Sharpe ~1.23 and Calmar ~1.74. Higher upside but ~35% max drawdown vs ~19% SPY—higher risk, higher potential reward.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.281.50.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
589.52%13.66%0.54%-0.34%0.83
TQQQ Moving Averages
30,696.85%46.23%-4.46%-18.82%1.04
Initial Investment
$10,000.00
Final Value
$3,079,685.09
Regulatory Fees
$1,846.49
Total Slippage
$11,208.48
Invest in this strategy
OOS Start Date
Dec 7, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Nasdaq-100, trend-following, volatility filter, leveraged etfs, tactical allocation, market timing, risk management
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ Moving Averages" has returned 42.98%. 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.