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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

A daily, cash-equal, RSI- and trend-filtered strategy using QLD with SHV cash and PSQ hedge to capture Nasdaq upside while managing risk.
NutHow it works
Every day, the model computes QLD’s 10-day RSI. If RSI < 30, it shifts toward QLD (risk-on). If RSI > 80, it shifts toward cash (SHV) or hedges (PSQ). If 30–80 and SPY trades above its 200-day moving average, it adjusts QLD exposure using a 200/20 SMA-based weighting rule. If SPY is below its 200-day MA, it leans toward cash/hedge. The system keeps a cash-equal posture and may use PSQ as a Nasdaq-100 hedge. Rebalance is daily. Tactics rely on momentum (RSI) and trend (SPY’s 200-day MA) rather than static Buy-and-Hold.
CheckmarkValue prop
Out-of-sample, this cash-equal RSI/trend strategy on QLD offers Nasdaq upside with cash/hedge protection, delivering higher risk-adjusted returns than the S&P 500: ~48% vs ~18% annualized, Sharpe ~1.17 vs ~1.03, Calmar ~1.46 (drawdowns possible).
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
571.19%10.45%-1.77%0.2%0.6
YYPT | QLD FTLT (Reddit Post Link) Simplified, 02.2007
349,561.92%53.14%0.12%-0.61%1.3
Initial Investment
$10,000.00
Final Value
$34,966,191.82
Regulatory Fees
$23,479.53
Total Slippage
$158,841.49
Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, leveraged etfs, systematic, momentum, cash management
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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.39%. 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.