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Symphonies
V1 QLD bot | QLD FTLT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, regime‑switching, leveraged ETF strategy that rotates among Nasdaq‑100 longs (QQQ/QLD), inverse tech (QID), 2× S&P 500 (SSO), and long Treasuries (TLT) using trend, RSI “hot/cold” levels, and 5‑day momentum.
NutHow it works
Daily, it checks trend (SPY vs its 200‑day average) and how “hot/cold” prices are using RSI (0–100: high=hot, low=cold). In uptrends it rides the Nasdaq‑100 (QQQ) or its 2× version QLD, unless QQQ is very hot (RSI>81), then it flips to the −2× inverse QID. In downtrends it buys oversold bounces (QLD or 2× S&P 500 SSO) or, if tech is weak, tilts to the stronger of inverse tech (QID) or long Treasuries (TLT).
CheckmarkValue prop
Out-of-sample annualized return ~49.6% vs SPY ~23%; Sharpe ~1.42; Calmar ~1.53. Higher upside from tactical Nasdaq/S&P/treasury leverage with risk controls, but larger drawdowns (~32% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.390.890.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
676.79%11.05%-0.15%0.4%0.63
V1 QLD bot | QLD FTLT
466,489.43%53.99%-3.67%-8.82%1.36
Initial Investment
$10,000.00
Final Value
$46,658,943.39
Regulatory Fees
$198,655.35
Total Slippage
$1,389,957.69
Invest in this strategy
OOS Start Date
Mar 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, trend-following, mean-reversion, momentum, leveraged etfs, nasdaq-100, s&p 500, treasuries, inverse etf, tactical allocation
Tickers in this symphonyThis symphony trades 6 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
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

"V1 QLD bot | QLD FTLT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 QLD bot | QLD FTLT" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 QLD bot | QLD FTLT" has returned 43.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 QLD bot | QLD FTLT" is 32.36%. 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 "V1 QLD bot | QLD FTLT", 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.