Skip to Content
Symphonies
TQQQ or not/Pop + Volatility checks
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical switch that usually holds TQQQ in uptrends, moves to T-Bills when risk rises, and briefly buys UVXY after overheated pops or sharp rebounds. It uses short-term heat scores and bond stress gauges to pick offense (TQQQ), defense (BIL), or a volatility bet (UVXY).
NutHow it works
RSI is a 0–100 short-term heat score: high = price ran up fast; low = sold off. This flips among TQQQ (aggressive big-tech bet), BIL (T-Bills/cash), and UVXY (jumps when fear spikes). Hot pop? If many stock gauges look too hot, buy UVXY. Big plunge? If TQQQ fell hard, buy TQQQ unless bonds look shaky; else hold BIL. Otherwise: if Nasdaq is above its recent average, hold TQQQ; if not, use bond signals to choose TQQQ or BIL.
CheckmarkValue prop
Out-of-sample edge: annualized return ~80% vs ~17% for the S&P; Sharpe ~1.22 vs ~0.96; Calmar ~2.03. A tactical mix of TQQQ, BIL and UVXY targets stronger risk-adjusted upside with built-in risk controls—versus the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.220.710.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
522%14.34%1.36%5.73%0.88
TQQQ or not/Pop + Volatility checks
903,668,295.29%223.49%-3.51%6.42%2.31
Initial Investment
$10,000.00
Final Value
$90,366,839,528.77
Regulatory Fees
$208,128,672.25
Total Slippage
$1,497,128,095.20
Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,volatility timing,leveraged etfs,market timing,risk management
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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

Year-to-date, "TQQQ or not/Pop + Volatility checks" has returned 80.45%. 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, crypto, and options.