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Symphonies
V1.01|Anti-chop QLD For The Long Term
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based plan that tilts among Nasdaq (QQQ), S&P 500 (VOO/RSP), short Treasuries (SHY), and inverse/leveraged QQQ funds (PSQ/QLD/SQQQ) using trend and overbought/oversold signals to dodge whipsaws and buy sharp dips.
NutHow it works
Regime: If SPY (S&P 500) is above its 175‑day average = bull; otherwise bear. RSI = 0–100 gauge of recent up vs down days (high=hot, low=washed‑out). Bull: if QQQ’s 10‑day RSI>81, use SQQQ (3x short QQQ); else hold RSP (equal‑weight S&P). Bear: if QQQ RSI<28, buy QLD (2x QQQ); else if SPY RSI<30, buy VOO; otherwise an anti‑chop switch uses QQQ’s 23‑day and 6/20 & 4/20 averages to blend QQQ, PSQ (short QQQ), or SHY (short‑term Treasuries), picking PSQ vs SHY by the stronger 10‑day RSI.
CheckmarkValue prop
Out-of-sample edge: 18.25% annual return vs SPY 21.41%, but drawdown 14.10% vs 18.76%. Calmar ~1.29. A rules-based, regime-aware approach that reduces whipsaws and protects capital while catching rallies.

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Invest in this strategy
OOS Start Date
Nov 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime switching, trend + mean reversion, nasdaq-heavy, s&p 500, leveraged/inverse etfs, momentum, bonds/cash proxy, daily rebalance
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.

"V1.01|Anti-chop QLD For The Long Term" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1.01|Anti-chop QLD For The Long Term" is currently allocated toRSP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1.01|Anti-chop QLD For The Long Term" has returned 18.25%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1.01|Anti-chop QLD For The Long Term" is 14.10%. 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 "V1.01|Anti-chop QLD For The Long Term", 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.