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Symphonies
All-Star StdDev Sort (20d)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, one‑position strategy that flips between leveraged tech/semis/biotech, their inverse, bond bull/bear, and UVXY. It uses RSI extremes, bond trends, and market stress to pick candidates, then chooses the one with the highest 20‑day volatility.
NutHow it works
Each day it checks market “heat” and trend: - RSI: a 0–100 hot/cold gauge (>75 too hot, <30 washed out). - Bonds vs cash (e.g., TLT/IEF vs BIL) and commodity stress. If stocks are too hot, it buys volatility (UVXY). If washed out (and bonds agree), it buys high‑beta bulls like 3x tech/semis (TQQQ, TECL, SOXL); otherwise it shorts (SQQQ, SOXS). In weak/high‑stress regimes it may use TMF/TMV (long/short Treasuries), oil/energy, dollar, or Brazil. Finally, it picks the single ETF with the biggest 20‑day swings.
CheckmarkValue prop
Out-of-sample edge: ~68.9% annualized return vs SPY’s ~21.8%, Calmar ~1.15 and Sharpe ~1.00. A daily rotation across volatility/tech/bonds targets bigger upside with disciplined risk vs the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical rotation, volatility, momentum/mean reversion, risk-on/risk-off, daily rebalancing
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-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 toEWZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "All-Star StdDev Sort (20d)" has returned 68.91%. 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, crypto, and options.