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Symphonies
2020's Sort
Today’s Change
—

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

About

A tactical, rules-driven strategy that rides tech/semiconductor booms with 3x ETFs, flips to shorts or volatility hedges when markets get too hot or break down, and shifts into safe havens as needed—adapting by favoring the best recent-performing module.
NutHow it works
It’s a rules-based “switcher.” It checks trend (moving averages), heat (RSI: a 0–100 “too hot/too cold” meter), and damage (recent drops). In uptrends it rides 3x tech/semis/S&P funds (TQQQ, SOXL, UPRO). When markets overheat or fall, it flips to inverse funds (SQQQ, SOXS, SPXU) or volatility (UVXY), or parks part in safer spots (Treasuries TLT/TMF, cash-like BIL/BSV, USD UUP, gold GLD, staples XLP). It also picks the best recent-performing rule-set and sizes toward lower-vol options.
CheckmarkValue prop
Out-of-sample, this strategy offers stronger risk-adjusted and upside potential vs the S&P 500: Sharpe ~1.31 vs 1.20, Calmar ~2.66, and ~88.6% annualized return vs ~21.6%, via dynamic regime-switching among levered tech, hedges, and safe assets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.280.60.030.18
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
139.15%15.62%-0.15%0.4%0.81
2020's Sort
38,650,165.52%751.06%-13.38%-36.4%3.41
Initial Investment
$10,000.00
Final Value
$3,865,026,551.52
Regulatory Fees
$19,907,580.93
Total Slippage
$143,149,588.30
Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum, trend-following, mean reversion, volatility hedge, risk-on/risk-off, multi-asset
Tickers in this symphonyThis symphony trades 98 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
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.

"2020's Sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"2020's Sort" is currently allocated toUUP, TQQQandAMZN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2020's Sort" has returned 48.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2020's Sort" is 40.99%. 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 "2020's Sort", 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.