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Symphonies
V2.0 TQQQ RSI 7-30 Machine | Deez | 19NOV2022
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it reads QQQ’s momentum. Overheated? Flip short with 3x SQQQ. Washed‑out? Go 3x long tech with TECL. Extreme fear? Hide in T‑Bills. Otherwise stay mostly in T‑Bills with a small defensive equity slice (UNH, COST, VIG). Very volatile.
NutHow it works
It watches QQQ’s RSI (a simple “heat gauge” of buying vs. selling). If QQQ looks very hot (RSI high), it buys SQQQ (3x inverse) to bet on a pullback. If very cold (RSI low), it buys TECL (3x tech) to bet on a rebound. In deep stress it parks in BIL (T‑Bills). Otherwise it holds 80% BIL and 20% split across UNH, COST, and VIG. Checks daily.
CheckmarkValue prop
Out-of-sample edge: ~16.6% annualized return with Sharpe ~0.68 and Calmar ~0.71; beta ~0.79, max drawdown ~23.5%. 3x tech/inverse bets plus cash hedges aim for stronger risk-adjusted upside vs the S&P with lower market beta.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.170.50.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
728.87%14.1%-2.64%-1.35%0.86
V2.0 TQQQ RSI 7-30 Machine | Deez | 19NOV2022
3,433.11%24.89%0.22%0.95%1.05
Initial Investment
$10,000.00
Final Value
$353,310.67
Regulatory Fees
$537.89
Total Slippage
$2,945.54
Invest in this strategy
OOS Start Date
Nov 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Rsi mean‑reversion, tactical allocation, nasdaq/tech focus, leveraged etfs (3x), inverse/short exposure, risk-on/risk-off, daily rebalance, cash/t‑bills, defensive tilt
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COST
Costco Wholesale Corp
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
UNH
UNITEDHEALTH GROUP INCORPORATED (Delaware)
Stocks
VIG
Vanguard Dividend Appreciation 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL, UNH, VIGandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.50%. 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.