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Symphonies
V #1 - Golden Standard QLD with MOverH, No Vol. Trade, No Delev (401K)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical plan centered on leveraged Nasdaq (QLD). It uses a long‑term market trend check and short‑term “heat” readings to buy QLD in calm or deep‑dip windows, but shifts to Treasuries, the US dollar, Staples, volatility, or short Nasdaq when markets look overheated or weak.
NutHow it works
Each day it asks: Is the S&P 500 above its 200‑day average? If yes, it holds leveraged Nasdaq (QLD) only when things aren’t too “hot” (RSI = 0–100 heat score). When heat is high, it parks in the strongest of Treasuries (TLT), the US dollar (UUP), or Consumer Staples (XLP); in extreme heat it may buy volatility (UVXY). If below the 200‑day, it buys QLD on deep dips, or else rotates to Treasuries or short Nasdaq (QID) based on recent strength.
CheckmarkValue prop
Out-of-sample edge: annualized return ~50.6% vs SPY ~20.9%; Sharpe ~1.303, Calmar ~1.653. Nasdaq upside with defensive rotations—better risk-adjusted results than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.460.930.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
V #1 - Golden Standard QLD with MOverH, No Vol. Trade, No Delev (401K)
212,066.7%70.34%0.99%-5.44%1.59
Initial Investment
$10,000.00
Final Value
$21,216,669.88
Regulatory Fees
$47,076.30
Total Slippage
$325,627.32
Invest in this strategy
OOS Start Date
Aug 4, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, trend filter, momentum and mean-reversion, leveraged etfs, risk-on/risk-off
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra 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
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.64%. 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, and options.