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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

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 shows big upside in tech markets: ~58% annualized return vs ~23% for the S&P, with solid risk metrics (Calmar ~1.67, Sharpe ~1.19). Note higher drawdowns (~35%), but disciplined timing aims to boost returns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.291.490.30.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
599.99%13.9%2.19%5.01%0.84
TQQQ Moving Averages
36,534.27%48.41%3.62%6.27%1.08
Initial Investment
$10,000.00
Final Value
$3,663,427.45
Regulatory Fees
$1,653.70
Total Slippage
$9,935.91
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 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 57.90%. 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.