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Symphonies
YYPT | TQQQ 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 switch between TQQQ (leveraged Nasdaq) and SHV (cash‑like Treasuries) using RSI extremes and 200/20‑day trend filters: buy dips, step aside after spikes, and favor TQQQ when the long‑term trend is up.
NutHow it works
Each day it picks one fund: TQQQ (a 3x version of the tech‑heavy Nasdaq‑100) or SHV (cash‑like Treasuries). If TQQQ’s 10‑day RSI (0–100 gauge of how fast it fell/rose) < 30 → buy TQQQ. Else if RSI > 80 → move to SHV. Else: if price > 200‑day avg → TQQQ; else if price < 20‑day avg → SHV; else → TQQQ.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.37 vs SPY 1.09; Calmar 2.22; annualized return 87% vs 19%. Accepts higher drawdown (~39% vs ~19%) for bigger upside via a simple 100% TQQQ/SHV daily switch.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.352.250.560.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
720.77%14.51%1.36%13.5%0.88
YYPT | TQQQ FTLT (Reddit Post Link) (Simplified)
547,336.89%74.06%10.81%82.22%1.34
Initial Investment
$10,000.00
Final Value
$54,743,689.43
Regulatory Fees
$27,128.57
Total Slippage
$250,983.45
Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, trend-following, rsi/mas, leveraged nasdaq (tqqq), cash proxy (shv), risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 87.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.18%. 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.