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All-Star StdDev Sort (20d)
Today’s Change

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

About

A daily, regime-based, high-turnover strategy that picks 1 leveraged/inverse ETF per regime using momentum, volatility, and risk screens, weighting with 100% allocation per chosen asset. It aims to ride trends while hedging with volatility and fixed-income hedges.
NutHow it works
All-Star StdDev Sort (20d) is a daily-rebalanced, regime-driven strategy that screens a large pool of ETFs (including leveraged and inverse funds) for the best short-term setup. It groups ideas into market regimes, filters candidates with momentum/RSI/MA tests, and then selects the top candidate (or one asset per regime) to hold with 100% weight. It uses a 20-day standard-deviation sort to bias picks toward favorable risk profiles within each regime and frequently uses volatility hedges (UVXY, VIXY) to time or protect positions. The result is a dynamic, high-turnover portfolio that shifts among tech, semiconductors, biotech, energy, and defense/bond exposures depending on the signals.
CheckmarkValue prop
All-Star StdDev Sort is a regime-driven, leveraged ETF strategy with higher out-of-sample upside (25.4% vs 21.2% S&P) and built-in volatility hedges. It also brings far larger drawdowns (~60% vs ~19%), so suitable for risk-tolerant investors.

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Invest in this strategy
OOS Start Date
Apr 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime-based allocation, leveraged etfs, momentum trading, volatility hedges, multi-asset strategy
Tickers in this symphonyThis symphony trades 64 assets in total
Ticker
Type
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets 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-Star StdDev Sort (20d)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"All-Star StdDev Sort (20d)" is currently allocated toLABU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "All-Star StdDev Sort (20d)" has returned 45.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "All-Star StdDev Sort (20d)" is 60.02%. 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-Star StdDev Sort (20d)", 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.