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Symphonies
V1a TQQQ or not - Replace UVXY w/ VXX
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based swing between: TQQQ to ride Nasdaq uptrends, SOXL to play sharp selloff rebounds, VXX/UVXY when markets look overheated/jumpy, and BIL (cash-like) when risk is high. Uses simple “hot/cold” gauges (RSI), trend and bond-vol filters.
NutHow it works
Legend: TQQQ=3x Nasdaq100; QQQ=Nasdaq100; SOXL=3x semis; VXX/UVXY=volatility; BIL=T‑Bills; RSI=0–100 “hot/cold.” Daily: 1) If TQQQ very hot (RSI>79) → VXX. 2) If TQQQ crashed (~<=‑12%/6d): • If big 1‑day bounce (>5.5%) → UVXY; • Else if cold (RSI<32) or long bonds calm → SOXL; else BIL. 3) Else: • If QQQ fell hard or long bonds jumpy → BIL; • Else if QQQ > 25‑day avg → TQQQ; • Else use stock/bond strength; if favorable → TQQQ, else BIL. High risk (leveraged/vol).
CheckmarkValue prop
Out-of-sample, this tactical, levered strategy targets Nasdaq upside and rebound plays, delivering ~51% annualized returns vs ~23.6% for the S&P. Drawdowns are larger (~44%), but Calmar ~1.16 signals compelling risk-adjusted upside.

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Invest in this strategy
OOS Start Date
May 4, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged nasdaq, trend-following, mean-reversion, volatility-hedge, crash-protection, tactical, daily-rebalanced
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"V1a TQQQ or not - Replace UVXY w/ VXX" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a TQQQ or not - Replace UVXY w/ VXX" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a TQQQ or not - Replace UVXY w/ VXX" has returned 51.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a TQQQ or not - Replace UVXY w/ VXX" is 44.09%. 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 "V1a TQQQ or not - Replace UVXY w/ VXX", 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.