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Symphonies
Translating Average Length of DD on QQQ from Tradingview to Composer
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based switch among cash-like T‑bills, aggressive 3x tech (long or inverse), and defensive ETFs, driven by SPY/QQQ trend and “oversold” checks. Note: as written, it holds T‑bills when SPY is strong.
NutHow it works
Each day: If SPY (S&P 500) is above its 200‑day average (long‑term trend), hold BIL (T‑bills). Otherwise: if TQQQ’s 10‑day RSI < 31 (RSI scores recent moves; low = sold off), buy TECL (3x Tech). Else if QQQ’s 70‑day return < −15.5%, buy TQQQ (3x Nasdaq‑100). Else if QQQ > its 20‑day average, buy the lower‑RSI of SPHD (high‑dividend, low‑vol) or XLP (consumer staples). Otherwise buy SQQQ (3x inverse Nasdaq‑100).
CheckmarkValue prop
Out-of-sample, this rules-based mix of cash, leveraged tech, and defensives delivers solid risk-adjusted gains and diversification relative to the S&P 500. OOS return ~19.4%, Sharpe ~0.69, Calmar ~0.83, alpha positive, beta ~0.43.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.5-0.090-0.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
527.13%15%2.19%5.01%0.91
Translating Average Length of DD on QQQ from Tradingview to Composer
21,776.82%50.71%0.32%0.98%1.23
Initial Investment
$10,000.00
Final Value
$2,187,681.98
Regulatory Fees
$2,242.38
Total Slippage
$14,504.42
Invest in this strategy
OOS Start Date
Dec 18, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, market timing, trend/momentum, mean reversion, leveraged etfs, inverse etfs, defensive rotation
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPHD
Invesco S&P 500 High Dividend Low Volatility ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.49%. 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 the symphony, 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.