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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, it switches among QLD (2x Nasdaq‑100), PSQ (inverse), and SHV (cash‑like) using RSI and 200/20‑day averages to buy dips, step aside after big run‑ups, or short when the market is weak.
NutHow it works
Tickers: QLD=2x Nasdaq‑100 (big tech), PSQ=−1x Nasdaq‑100 (rises when Nasdaq falls), SHV=short‑term Treasuries (cash‑like), SPY=S&P 500. Each day: If QLD’s 10‑day RSI (0–100 speed gauge) <30 → QLD. Else if >80 → SHV. Else if SPY > its 200‑day avg → QLD. Else if QLD < its 20‑day avg → PSQ; otherwise QLD.
CheckmarkValue prop
Out-of-sample, this strategy targets ~48% annualized return with ~41% volatility, Sharpe ~1.17 and Calmar ~1.46—stronger risk-adjusted gains than the S&P 500, driven by simple RSI/MA rules and daily single-ETF exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.3810.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
612.49%10.75%6.16%5.09%0.62
YYPT | QLD FTLT (Reddit Post Link) Simplified, 02.2007
383,899.64%53.59%9.82%6.82%1.31
Initial Investment
$10,000.00
Final Value
$38,399,964.20
Regulatory Fees
$28,339.42
Total Slippage
$193,500.23
Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, mean-reversion, nasdaq-100, leveraged etfs, rsi, moving averages, market timing, daily rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
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 toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.77%. 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, and options.