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Symphonies
YYPT | QLD FTLT (Reddit Post Link) Simplified, 02.2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical plan using Nasdaq‑100 funds: buy QLD when washed‑out or in uptrends, park in SHV when overheated, and in downtrends may switch to PSQ (short Nasdaq‑100). Concentrated, high risk: uses leverage and can go short.
NutHow it works
It rotates daily among three funds: - QLD: aims for about 2x the daily move of big tech stocks (Nasdaq‑100). - PSQ: goes up when those stocks fall (inverse Nasdaq‑100). - SHV: cash‑like T‑bills. Signals on QLD: RSI(10) is a 0–100 “heat” score over ~2 weeks; under 30 = washed‑out, over 80 = overheated. Price vs averages: SPY above/below its 200‑day (market trend); QLD above/below its 20‑day (short‑term). Rules: 1) RSI<30 → QLD. 2) RSI>80 → SHV. 3) Otherwise: if SPY>200‑day → QLD; else if QLD<20‑day → PSQ; else QLD.
CheckmarkValue prop
Out-of-sample edge: ~52% annualized return vs ~18% for the S&P 500; Sharpe ~1.21 vs ~1.01. Nasdaq-100 focus with disciplined risk; caveat: higher drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.390.990.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
582.75%10.71%1.36%5.73%0.61
YYPT | QLD FTLT (Reddit Post Link) Simplified, 02.2007
379,625.79%54.76%0.41%16.57%1.33
Initial Investment
$10,000.00
Final Value
$37,972,578.92
Regulatory Fees
$23,478.93
Total Slippage
$158,842.38
Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, trend-following, regime filter, leveraged etfs, inverse etfs, nasdaq-100 focus, rsi, moving averages
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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

Year-to-date, the symphony has returned 52.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.90%. 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.