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Symphonies
Trends - Higher Highs & Higher Lows
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Trend-first, risk-on/risk-off ETF rotation: buy QQQ in healthy uptrends, switch to PSQ on extreme fear, hide in bonds or dollar/short-term cash when trends weaken, and briefly hedge with UVXY when tech looks overheated.
NutHow it works
1) If a 3x tech fund (TQQQ) looks overheated (RSI>79; RSI is a 0–100 heat gauge), buy a volatility hedge (UVXY; jumps when stocks fall). 2) Else check SPY (S&P 500). If recent worst drop is smaller than earlier and price is above its 200‑day average (uptrend), hold QQQ (big tech)—unless fear spikes (VIXY RSI>84), then use PSQ (short QQQ). 3) If not above the 200‑day, sit in UUP (USD), GSY or VCSH (short‑term bonds). If drops are worsening, hold TLT (long Treasuries).
CheckmarkValue prop
Adaptive trend-first ETF rotation with risk-on/off hedges offers diversification and potential downside protection versus the S&P 500. Out-of-sample: Sharpe ~0.87, annualized return ~13.6%, max drawdown ~19.1%, beta ~0.55, Calmar ~0.71.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.370.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
Trends - Higher Highs & Higher Lows
22,943.77%45.84%0.33%0.61%1.49
Initial Investment
$10,000.00
Final Value
$2,304,377.12
Regulatory Fees
$2,812.84
Total Slippage
$18,879.81
Invest in this strategy
OOS Start Date
Oct 25, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend following, tactical etf rotation, risk-on/risk-off, volatility hedge, defensive bonds, cash alternatives
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
GSY
Invesco Ultra Short Duration ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VCSH
Vanguard Short-Term Corporate Bond ETF
Stocks
VIXY
ProShares VIX Short-Term Futures 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.

"Trends - Higher Highs & Higher Lows" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Trends - Higher Highs & Higher Lows" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Trends - Higher Highs & Higher Lows" has returned 8.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Trends - Higher Highs & Higher Lows" is 19.14%. 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 "Trends - Higher Highs & Higher Lows", 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.