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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

Daily, rules-based switching among leveraged Nasdaq/S&P, inverse Nasdaq, and Treasuries using long-term trend, 5‑day momentum, and overbought/oversold signals. Seeks offense in uptrends and defense (or shorts) when conditions weaken.
NutHow it works
Tickers: QQQ=Nasdaq‑100; QLD=2x QQQ; QID=‑2x QQQ; SPY=S&P 500; SSO=2x SPY; TLT=long Treasuries. RSI=short‑term “hot/cold” score (0‑100). 200‑day avg=long‑term trend. Daily: If SPY>200‑day avg, hold QQQ or QLD (better 5‑day), unless QQQ is overheated (RSI>81) → QID. If SPY≤200‑day, buy dips (RSI<30): in QQQ → QLD, else in SPY → SSO; else if QQQ<20‑day avg, split between TLT or QID (stronger) and the 5‑day winner of QID vs QLD; otherwise hold SSO.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.46 vs SPY ~1.44 and annualized return ~52.5% vs 23.4%. Regime-aware daily switching among leveraged Nasdaq/S&P and Treasuries aims to capture tech rallies with hedging. Calmar ~1.62; higher drawdowns (~32%).

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Invest in this strategy
OOS Start Date
Mar 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mean reversion, leveraged etfs, nasdaq-100, s&p 500, treasuries, daily rebalancing, risk-on/off
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.

"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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 QLD bot | QLD FTLT" has returned 52.52%. 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, crypto, and options.