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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 rotation across Nasdaq/S&P and Treasuries. Uses trend (200‑day), short‑term “hot/cold” triggers (RSI), and 5‑day momentum to choose between leveraged longs (QLD/SSO), inverse tech (QID), or TLT for defense.
NutHow it works
Tickers: SPY=S&P 500; QQQ=Nasdaq‑100; QLD=2× QQQ; QID=−2× QQQ; SSO=2× S&P; TLT=long Treasuries. Daily rules: • If SPY > its 200‑day avg: own the stronger of QQQ or QLD by 5‑day return, unless QQQ is extremely “hot” (10‑day RSI>81) → own QID instead. • If SPY ≤ its 200‑day avg: if QQQ RSI<30 → QLD; else if SPY RSI<30 → SSO; else if QQQ < its 20‑day avg → split 50/50 between winners of {QID vs TLT} and {QID vs QLD}; else SSO. RSI = 10‑day “hot/cold” gauge (>81 hot, <30 cold).
CheckmarkValue prop
Rules-based rotation delivers outsized out-of-sample gains: ~49.6% annualized vs SPY ~23%, Sharpe ~1.42, Calmar ~1.53. Leverages tech/broad market and Treasuries to capture upside; note drawdowns ~32% vs ~19% for SPY.

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Invest in this strategy
OOS Start Date
Mar 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, momentum, leveraged etfs, us equities, treasuries
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 41.80%. 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.