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Symphonies
V1a QLD FTLT With Commodities & Forex - K-1 Free
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, tech-led trend strategy: long QQQ in healthy markets, briefly hedges when overheated, buys oversold bounces in weak markets, and otherwise rotates into the U.S. dollar, Treasuries, market‑neutral BTAL, and commodities using bond/dollar/TIP‑STIP signals.
NutHow it works
First, is the S&P 500 above its 200‑day average? If yes, it mainly holds QQQ (big tech), unless the Nasdaq looks overheated (RSI = short‑term “too hot/too cold”), then it hedges with PSQ (inverse QQQ). If no, it either buys oversold bounces (QLD or SPY) or shifts to defenses: SHY (short‑term Treasuries), USDU (U.S. dollar), BTAL (market‑neutral), and commodities (PDBC/OILK, XLB, GDXJ). Bond/dollar trends and a TIP vs STIP check pick offense (QLD/SSO) vs defense. Trades when signals flip (12% band).
CheckmarkValue prop
Out-of-sample edge: 35.14% annualized return vs 24.51% for SPY, 17.70% max drawdown vs 18.76%, Calmar ~1.99, positive alpha. A higher risk-adjusted, tech-led, diversified strategy with disciplined risk controls and upside potential.

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Invest in this strategy
OOS Start Date
Sep 27, 2023
Trading Setting
Threshold 12%
Type
Stocks
Category
Trend-following, tactical asset allocation, multi-asset, momentum, mean reversion, hedging, commodities, currencies, risk management, tech-heavy
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GDXJ
VanEck Junior Gold Miners ETF
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
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 toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 35.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.70%. 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.