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Symphonies
YYPT | 1999 FTLT (Reddit Post Link) Simplified
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily QQQ strategy that buys dips when QQQ/SPY are oversold, steps to cash when markets are overheated or very weak, and otherwise rides the uptrend using 200/20‑day averages. BRK.A is just a stand‑in for cash to enable long backtests.
NutHow it works
QQQ is a fund of big Nasdaq tech stocks; SPY tracks the S&P 500; BRK.A is Berkshire Hathaway (used here as “cash”). Each day it checks a momentum gauge (RSI‑10: a score of recent up vs down days). If QQQ or SPY are oversold (<30), buy QQQ. If either is overheated (>79), move to cash. Otherwise use trend: above the 200‑day average (200‑day = average price over ~10 months) stay in QQQ; if also below the 20‑day average go to cash; else QQQ.
CheckmarkValue prop
Out-of-sample edge: ~38.6% annualized return vs ~19.1% for the S&P, Sharpe ~1.74 vs 1.11, drawdown ~15.8% vs ~18.8%, and Calmar ~2.45. Higher risk-adjusted growth with a disciplined, tech-focused tilt.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.830.510.72
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
726.18%8.31%0.09%13.88%0.51
YYPT | 1999 FTLT (Reddit Post Link) Simplified
16,072.43%21.21%3.8%31.23%0.97
Initial Investment
$10,000.00
Final Value
$1,617,242.69
Regulatory Fees
$1,739.50
Total Slippage
$16,146.91
Invest in this strategy
OOS Start Date
Aug 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, qqq-focused, rsi mean reversion, trend-following, risk-on/risk-off, daily rebalanced
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
BRK/A
Berkshire Hathaway Inc.
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 38.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.76%. 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.