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Symphonies
TQQQ Scale-In Test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Scales exposure between a 3× Nasdaq‑100 fund (TQQQ) and T‑bills (BIL) using four moving‑average trend checks. Each check controls 25% of the portfolio. Daily rebalancing increases TQQQ in uptrends and shifts to BIL when trends weaken.
NutHow it works
Each day the portfolio is split into four equal parts. For each part, it asks if TQQQ (a 3× version of the tech‑heavy Nasdaq‑100) is in an uptrend. If yes, that part buys TQQQ; if not, it holds BIL (a short‑term T‑bill fund). Tests: price>200‑day EMA, price>20‑day EMA, 20‑day EMA>50‑day EMA, 50‑day EMA>200‑day EMA. EMA is a smoothed average that weights recent prices more. More tests passing = more in TQQQ.
CheckmarkValue prop
Out-of-sample, this 4-signal trend strategy targets ~32% annualized return with a Calmar ~1.07 and Sharpe ~0.88, aiming to beat the S&P on upside. It scales TQQQ exposure with BIL cash to chase gains while dampening drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.071.510.480.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
649.02%14.13%-0.15%0.4%0.86
TQQQ Scale-In Test
2,938.04%25.11%-3.69%-14%0.79
Initial Investment
$10,000.00
Final Value
$303,803.67
Regulatory Fees
$593.91
Total Slippage
$2,826.63
Invest in this strategy
OOS Start Date
Jan 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, moving-average, crossover, tactical allocation, leveraged etf, nasdaq-100, risk-on/risk-off
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 20.95%. 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.