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Symphonies
US Five | Ether
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, weekly US equity strategy: if QQQ’s long-term trend is down, move to T‑Bills; if up, own growth and fundamentally weighted US stock ETFs plus a controlled 3× QQQ sleeve, each gated by short/long trend checks and sized by recent volatility.
NutHow it works
Each week, compare QQQ’s 50‑day average price to its 200‑day average. If 50<200, hold BIL (T‑Bills). If 50≥200, build a basket: SCHG (large‑cap growth), FNDB/PRF/IUS (fundamental/value), and TQQQ (3× Nasdaq‑100). For SCHG/FNDB/PRF/IUS, only hold if their 8‑day EMA is above their 100‑day average; else use BIL. Size positions by inverse 200‑day volatility (quieter gets more). Rebalance weekly.
CheckmarkValue prop
Out-of-sample, this strategy offers stronger risk-adjusted returns vs the S&P 500: Sharpe ~1.10 vs ~0.91, Calmar ~1.30, and max drawdown ~8.7% vs ~18.8%. T-Bill hedges and weekly rebalancing support growth/value diversification.

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Invest in this strategy
OOS Start Date
Jan 27, 2025
Trading Setting
Weekly
Type
Stocks
Category
Trend-following, tactical asset allocation, us equities, volatility-weighted, growth and value, leveraged etf sleeve, 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.

"US Five | Ether" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"US Five | Ether" is currently allocated toIUS, PRF, FNDB, SCHGandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "US Five | Ether" has returned 11.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "US Five | Ether" is 8.69%. 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 "US Five | Ether", 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.