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Symphonies
TQQQ On Or Off
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive when the stock trend is calm and up (heavy TQQQ); shifts to safer assets (VIXY/TMF/IEI) when markets get jumpy; and uses a special basket during rising-rate backdrops. Tech/growth and interest-rate exposures dominate; risk is high due to leverage.
NutHow it works
It’s a rules-based switch. First, it checks short-term Treasuries (SHY). If SHY is weak vs its long-term average (rates rising), it holds a mix of: TMV (bet against long bonds), QLD (2x Nasdaq), and TECS (bet against tech), sized toward the calmer one. Otherwise it looks at stocks: if swings are big, it goes defensive (75% in whichever is surging more—VIXY “fear” or TMF long bonds—plus 25% in IEI Treasuries). If swings are calm: in an uptrend it puts ~75% in TQQQ (3x Nasdaq) and keeps the rest in cash; if not in an uptrend it splits between QQQ (Nasdaq) and SSO (2x S&P 500).
CheckmarkValue prop
Out-of-sample edge: ~47.5% annualized return with Calmar ~1 and Sharpe ~1.01 vs the S&P. Tech-growth in uptrends; defensive pivots in bursts. Drawdowns up to ~48%—for investors with higher risk tolerance chasing strong growth.

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Invest in this strategy
OOS Start Date
Oct 17, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical allocation, trend-following, volatility filter, regime switching, leveraged etfs, tech-heavy, treasuries, vix exposure
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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 On Or Off" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "TQQQ On Or Off" has returned 38.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ On Or Off" is 47.87%. 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 On Or Off", 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.