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V4 BWC: QQQ BlackSwanCatcher (2024 Edition)
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based strategy that rides Nasdaq strength with TQQQ, shifts to defensive mixes when stress appears, and uses UVIX to bet on volatility spikes in extremes. It relies on simple “too hot/too cold,” trend, and bond-vs-stock checks.
NutHow it works
Goal: ride big Nasdaq uptrends, dodge crashes, and sometimes profit from “fear.” It mainly holds TQQQ (3x Nasdaq). - If Nasdaq looks red‑hot (RSI = “too hot” meter) → buy UVIX (fear fund). - If a sudden plunge: on a big bounce it buys UVIX; otherwise it buys oversold tech (TQQQ + SOXL) or rotates into defensives (healthcare, utilities, staples), gold (GLD), US dollar (USDU), and a low‑vol fund (BTAL). - In normal times: if trend is up (price > 25‑day avg) → TQQQ. If not, simple stock‑vs‑bond and bond‑curve checks pick TQQQ or a defensive mix (sometimes the most beaten‑down “safe” assets).
CheckmarkValue prop
Rides Nasdaq upside with TQQQ/SOXL, then shifts to defensives & volatility hedges to protect amid stress. Out-of-sample ~20% annualized return with solid risk-adjusted metrics, offering diversified growth beyond the S&P 500, across regimes.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.661.420.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
58.91%13.02%2.19%5.01%0.78
1,492.82%107.76%6.11%7.63%1.68
Initial Investment
$10,000.00
Final Value
$159,281.87
Regulatory Fees
$504.09
Total Slippage
$3,018.18
Invest in this strategy
OOS Start Date
Dec 30, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend/momentum, volatility hedge, risk-on/risk-off, leveraged etfs, sector rotation, bonds/currencies, mean reversion
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GOVT
iShares U.S. Treasury Bond ETF
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
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

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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.36%. 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 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, crypto, and options.