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Symphonies
All Mean Reversions
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tech‑leaning mean‑reversion system. It buys sharp pullbacks and sometimes fades overheated moves using leveraged ETFs, parks in short‑term Treasuries when no edge, and equal‑weights the 4 most volatile opportunities.
NutHow it works
Each day it scans many ‘buy the dip / fade the spike’ rules on tech‑heavy funds (SPXL=3x S&P 500, TQQQ=3x Nasdaq, TECL=3x Tech, SOXL/SOXS=3x Semis, HIBL/HIBS=3x High‑Beta, UVXY=VIX) plus cash‑like Treasuries (BIL/SHY/BSV). It uses an RSI “hot/cold” score and drop/bounce triggers, then picks the 4 bounciest ideas and splits money equally.
CheckmarkValue prop
Tech-focused, daily-rebalanced mean-reversion with leveraged sleeves. Out-of-sample return ~43.7% vs S&P ~24.8%; higher risk with drawdowns near 47%. Potential for outsized gains in volatile tech cycles.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.521.790.520.72
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
210.87%21.04%-0.15%0.4%1.13
All Mean Reversions
10,883.33%120.56%5.19%10.91%1.95
Initial Investment
$10,000.00
Final Value
$1,098,332.77
Regulatory Fees
$2,843.81
Total Slippage
$18,491.68
Invest in this strategy
OOS Start Date
Sep 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, leveraged etfs, tech/nasdaq focus, daily rebalancing, volatility ranked, tactical
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
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.

"All Mean Reversions" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"All Mean Reversions" is currently allocated toSPXL, TECL, TQQQandHIBL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "All Mean Reversions" has returned 42.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "All Mean Reversions" is 46.90%. 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 "All Mean Reversions", 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.