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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, high‑risk mean‑reversion strategy. It rotates into 3x stock ETFs (S&P 500, Nasdaq, Tech), volatility (UVXY), or hedges when signals look “too hot” or “too cold,” and parks in T‑Bills/short Treasuries when no edge. Picks the 4 most volatile ideas.
NutHow it works
Daily, it picks the 4 most volatile ideas and splits money evenly. It buys weakness and fades heat using RSI (0–100 “heat” meter: low=oversold, high=overbought). Rules: buy 3x SPXL/TQQQ/TECL when weaker than bonds (AGG), else T‑Bills (BIL); buy TQQQ after a 5‑day Nasdaq drop, else BSV; QQQ very hot -> UVXY (volatility), very cold -> QLD, else SHY; in extreme S&P selloffs, choose SOXL/TECL or hedges (SQQQ/SOXS) using bonds vs high‑beta (SPHB). Can also hold QQQ, UUP, DBC.
CheckmarkValue prop
Out-of-sample annualized return ~43.7% vs S&P ~24.8%, with solid risk-adjusted metrics (Calmar ~0.93, Sharpe ~0.99) and a diversified levered sleeve targeting bigger upside with hedges - stronger long-run upside than the S&P.

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Invest in this strategy
OOS Start Date
Sep 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, daily rotation, leveraged etfs, nasdaq/tech/s&p, semiconductors, volatility (vix), high beta, bonds/cash, usd, commodities
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 ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X ETF
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 ETF
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 toHIBS, SHYandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "All Mean Reversions" has returned 39.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "All Mean Reversions" is 46.92%. 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.