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Symphonies
TQQQ or not/Pop + Volatility checks
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based strategy that mostly rides TQQQ in uptrends, parks in T‑Bills when risk rises, and briefly flips to UVXY when markets look overheated or after fast pops. It uses heat gauges (RSI), trend filters, recent‑drop checks, and bond signals as brakes.
NutHow it works
Core: ride TQQQ (a 3x Nasdaq‑100 fund) in uptrends; hide in BIL (T‑Bills) when risk spikes; briefly flip to UVXY (a volatility fund) when markets look overheated. Rules: 1) If TQQQ or several sectors look “hot” (RSI: a 0–100 heat gauge) or after a >5.5% 1‑day pop, go to UVXY. 2) If TQQQ fell >12% in 6 days, buy the dip only if very “cold”; else use BIL. 3) Otherwise: if QQQ > its 25‑day average and recent worst drop is small, hold TQQQ; else use bond trend checks (BND, IEF vs TLT) to choose TQQQ or BIL.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~1.09 vs ~0.98, Calmar ~1.67, and ~66% annualized return vs ~17%. It rides TQQQ in uptrends, parks in T-bills when risky, with selective UVXY hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.210.690.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
511.42%13.89%-1.77%0.2%0.86
TQQQ or not/Pop + Volatility checks
890,232,018.45%215.77%-1.65%3.49%2.27
Initial Investment
$10,000.00
Final Value
$89,023,211,845.36
Regulatory Fees
$247,141,710.93
Total Slippage
$1,777,764,497.75
Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical leveraged equity, volatility hedge, trend-following, mean reversion, bond risk signals, market timing
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X 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 or not/Pop + Volatility checks" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ or not/Pop + Volatility checks" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ or not/Pop + Volatility checks" has returned 62.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ or not/Pop + Volatility checks" is 39.58%. 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 or not/Pop + Volatility checks", 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.