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Symphonies
2020's Sort
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, high‑octane strategy that rotates between leveraged tech/semis and defensive hedges using trend, overbought/oversold, and short‑term momentum signals. It also picks the two best recent playbooks and weights the calmer one more.
NutHow it works
It’s a rules engine that watches a few dials each day: - Trend: Is the market above/below its long‑term average? - Hot/Cold (RSI 0–100): too hot → hedge/short; too cold → buy the dip. - Short‑term momentum: pick the current leader in a small basket. It flips between riding uptrends with TQQQ/SOXL/UPRO (3x tech/semis/S&P), going short with SQQQ/SOXS/SPXU, or parking in safer assets (TLT/TMF bonds, UUP dollar, GLD gold, XLP staples, BSV/SHY T‑bills). It also rotates into the two sub‑playbooks that worked best last month and gives more weight to the steadier one.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.53 vs 1.19 for the S&P, Calmar ~3.47, and oos return ~115% vs ~22% for the S&P. Higher risk-adjusted upside from dynamic playbook rotation and hedges across tech/semis, bonds, dollars, and gold.

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Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Regime-switching, momentum, mean-reversion, volatility-hedged, leveraged etfs, tech/semis focus
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 toMU, EEMandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "2020's Sort" has returned 115.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "2020's Sort" is 33.30%. 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, crypto, and options.