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Symphonies
All-Star StdDev Sort (5d)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, daily switcher that chases strong tech/semiconductor moves, buys big dips when bonds agree, and hedges overheated markets with volatility or inverse ETFs. It picks one ETF at a time, using trends, “too hot/too cold” signals, and bond/commodity cues.
NutHow it works
Each day it ranks a few mini‑strategies by how much they’ve been moving lately and runs the current leader. That mini‑strategy checks: trend (is SPY above its 200‑day?), “too hot/too cold” readings, and bond/commodity cues. It then chooses one ETF: either a 3x bull (SOXL/TQQQ/UPRO), a 3x bear (SOXS/SQQQ/SPXS), a rate bet (TMF/TMV), volatility (UVXY), or cash‑like bonds (BIL/IEF). Very active and high risk.
CheckmarkValue prop
Regime-switching, momentum engine focused on tech/semis with hedges. Out-of-sample: ~80.7% annualized return, Calmar 1.75, Sharpe 1.15—strong risk-adjusted upside vs S&P. But expect higher drawdowns (~46%) in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.221.030.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
60.06%23.81%1.36%5.73%1.41
All-Star StdDev Sort (5d)
1,131.46%212.69%-4.96%19.32%1.83
Initial Investment
$10,000.00
Final Value
$123,145.99
Regulatory Fees
$528.61
Total Slippage
$3,338.79
Invest in this strategy
OOS Start Date
Apr 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily, leveraged etfs, momentum, mean‑reversion, regime switching, volatility hedge, macro signals, high risk
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 (5d)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"All-Star StdDev Sort (5d)" is currently allocated toLABD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "All-Star StdDev Sort (5d)" has returned 80.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "All-Star StdDev Sort (5d)" is 46.07%. 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 (5d)", 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.