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Symphonies
11.10.23 | Risky Business
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, automated switcher: ride strong tech/semis uptrends with 3x funds, but quickly rotate to inverse hedges, cash, Treasuries, gold, or long USD when stress hits. Seeks big runs and rapid defense; very active and high risk.
NutHow it works
Daily, it checks market trend (price vs averages), “speed” of recent moves, drawdowns, and fear gauges. If uptrend and not overheated, it buys the fastest‑rising tech/semis/small‑caps using 3x funds. If overheated or falling fast, it flips to hedges (inverse 3x, volatility) or cash/Treasuries/gold/US dollar. On extreme dips, it briefly “buys the dip” (e.g., TQQQ/SOXL). In crashes it moves to safety mixes or defensive sectors.
CheckmarkValue prop
Out-of-sample, this strategy targets ~44% annualized return vs SPY’s ~23.5%, with a low beta (~0.05) and meaningful diversification. Expect larger drawdowns (~42% vs ~19%), but Calmar ~1.04 signals solid risk-adjusted upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.460.340.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
281.26%13.8%-1.77%0.2%0.81
11.10.23 | Risky Business
57,855,161.44%260.23%-15.68%10.25%2.25
Initial Investment
$10,000.00
Final Value
$5,785,526,143.81
Regulatory Fees
$33,780,335.15
Total Slippage
$242,939,680.06
Invest in this strategy
OOS Start Date
Nov 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, trend-following, mean reversion, leveraged/inverse etfs, volatility hedge, risk-on/off rotation, sector rotation
Tickers in this symphonyThis symphony trades 100 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
ADP
Automatic Data Processing
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
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.

"11.10.23 | Risky Business" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"11.10.23 | Risky Business" is currently allocated toLABU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "11.10.23 | Risky Business" has returned 48.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "11.10.23 | Risky Business" is 42.58%. 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 "11.10.23 | Risky Business", 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.