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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 contrarian system that buys sharp dips (especially in tech) and sometimes fades overbought moves. It holds the 4 most volatile choices (often leveraged or inverse ETFs) in equal weights; otherwise it parks in short‑term bonds.
NutHow it works
Each day it checks simple “heat” scores (RSI: 0=cold, 100=hot) on U.S. stocks, Nasdaq, tech and semis. Washed out? It buys a levered long. Too hot? It may buy an inverse or a volatility hedge; otherwise it parks in short‑term bonds. From all picks it then takes the 4 with the biggest recent swings (90‑day volatility), splits money evenly, and rebalances daily.
CheckmarkValue prop
Out-of-sample return 41.2% vs 25.4% for the S&P, driven by contrarian tech levered picks with bond hedges. Higher upside, but more volatility and drawdown (~46.9%); Calmar ~0.88—risk-adjusted upside still attractive.

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Invest in this strategy
OOS Start Date
Sep 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Mean reversion,daily rebalance,leveraged/inverse etfs,us equities,tech/semis,high beta,tactical,bonds/cash,commodities,us dollar
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.

"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 toHIBS, TECLandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "All Mean Reversions" has returned 41.22%. 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, crypto, and options.