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TQQQ Scale-In Test
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A four-signal, daily-rebalanced system that splits capital into four equal blocks, going long TQQQ when trend signals align and otherwise parking in BIL (cash). Overall TQQQ exposure equals 25% times the number of bullish signals; high risk due to 3x leverage.
NutHow it works
- Each day, compute four independent signals for TQQQ vs cash. - Signal 1: Is TQQQ price above its 200-day moving average? If yes, that block goes long TQQQ; if no, it goes to BIL. - Signal 2: Is TQQQ price above its 20-day moving average? If yes, that block goes long TQQQ; if no, it goes to BIL. - Signal 3: Is the 20-day EMA above the 50-day EMA? If yes, that block goes long TQQQ; if no, it goes to BIL. - Signal 4: Is the 50-day EMA above the 200-day EMA? If yes, that block goes long TQQQ; if no, it goes to BIL. - Each block is weighted equally (25% of capital). The final allocation sums the four blocks: number of TQQQ signals × 25% determines TQQQ exposure; remaining blocks go to BIL. - Rebalance is daily, so positions can change every day. - Purpose: capture uptrends in TQQQ when multiple trend signals align, while preserving capital in a cash-like asset when signals fail. - Important notes: TQQQ is highly volatile; leverage amplifies moves; costs and taxes apply with daily trading; this is not a passive or risk-off strategy but a tactical, high-risk approach.
CheckmarkValue prop
Four-signal trend timing on TQQQ with cash buffer aims for strong upside and risk control. Out-of-sample return ~31.9%/yr, Calmar ~1.07, Sharpe ~0.88 vs S&P 500—yet exposure can suffer larger drawdowns in down markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.071.510.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
633.34%13.93%-1.77%0.2%0.85
2,829.46%24.75%-3.47%-8.39%0.78
Initial Investment
$10,000.00
Final Value
$292,945.97
Regulatory Fees
$600.67
Total Slippage
$2,869.94
Invest in this strategy
OOS Start Date
Jan 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf, trend-following, daily rebalance, cash overlay
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
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 Scale-In Test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ Scale-In Test" is currently allocated toBILandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ Scale-In Test" has returned 18.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ Scale-In Test" is 29.71%. 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 Scale-In Test", 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.