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zoop's leveraged Ob Os Staple my Bonds (IGLB + QQQ)
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

When QQQ is overheated, it hedges by buying VXX. When QQQ is deeply oversold, it goes aggressive with TQQQ. Otherwise it holds whichever is most beaten‑down among staples (XLP), long IG bonds (IGLB), or QQQ. Rebalanced daily.
NutHow it works
It watches QQQ’s last 10 days using RSI (a quick score of recent up vs down days). If QQQ looks very hot (RSI>79): buy VXX (tends to rise when stocks fall). If very cold (RSI<=28): buy TQQQ (3x QQQ). Otherwise: buy the lowest‑RSI pick among XLP (consumer staples), IGLB (long IG bonds), or QQQ. Checked daily and switched as needed.
CheckmarkValue prop
Out-of-sample edge: ~35.5% annualized return vs 28.1% for the S&P, higher Sharpe (~2.63 vs ~2.43) and lower drawdown (~4.7% vs 5.1%). Calmar ~7.5. RSI-driven, single-position rotation for simplicity and resilience.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.430.80.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
180.76%13.81%2.19%5.01%0.76
5,544.88%65.77%4.29%9.95%1.77
Initial Investment
$10,000.00
Final Value
$564,487.57
Regulatory Fees
$2,947.71
Total Slippage
$19,406.58
Invest in this strategy
OOS Start Date
Jun 6, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi mean reversion, volatility hedge, leveraged etfs, defensive rotation
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
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 35.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 4.73%. 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.