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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, daily-rotating momentum strategy: push hard into tech-heavy uptrends (3x Nasdaq/semis), hedge or go inverse when prices look overheated, and shift to cash/Treasuries/defensive assets when stress spikes.
NutHow it works
It checks if markets are trending or stressed using simple gauges (trend, “overbought/oversold,” drawdown, and a fear meter). • Strong uptrend: ride fast tech funds (triple-speed Nasdaq/semis). • Too hot or panicky: flip to inverse or VIX funds. • Stress/unclear: move to cash/Treasuries/defensive mixes. Updates daily.
CheckmarkValue prop
Out-of-sample annualized return ~52.9% vs SPY ~24.2%, Sharpe ~1.03, Calmar ~1.26—strong risk-adjusted upside. Rides tech uptrends, hedges in stress, with daily risk controls; drawdowns can reach ~42% in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.50.330.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
287.84%14.39%1.36%5.73%0.84
11.10.23 | Risky Business
60,991,182.96%274.95%-1.73%20.74%2.31
Initial Investment
$10,000.00
Final Value
$6,099,128,296.29
Regulatory Fees
$28,772,376.55
Total Slippage
$206,917,837.57
Invest in this strategy
OOS Start Date
Nov 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Aggressive momentum, tactical rotation, trend-following, leveraged etfs, inverse/volatility hedges, risk management
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toEWZandLABD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "11.10.23 | Risky Business" has returned 52.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "11.10.23 | Risky Business" is 42.09%. 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, crypto, and options.