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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 daily, all‑star playbook that chases the most active theme (by 5‑day volatility), then buys one ETF—usually 3× tech/semis/biotech in upswings, switching to VIX or inverse funds when markets look stretched, guided by bond/commodity trend checks.
NutHow it works
Each day it picks the sub-strategy with the biggest recent swings (past 5 days). That sub-strategy then buys one ETF. Simple cues drive it: if the S&P 500 looks too hot, it buys VIX funds; if washed out, it buys 3× tech/semis/biotech; bond and commodity trends decide risk‑on vs risk‑off; in risk‑off it uses inverse 3× or Treasury trades.
CheckmarkValue prop
Out-of-sample: ~51% annualized return vs ~21% for the S&P, with positive alpha (~0.5%) and Calmar ~1.11. Daily rotation into the hottest themes and macro/bond hedges seeks higher upside with measured risk, though drawdowns can reach ~46%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.041.070.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
57.34%20.09%-1.77%0.2%1.25
All-Star StdDev Sort (5d)
919.21%155.38%-13.68%-19.94%1.58
Initial Investment
$10,000.00
Final Value
$101,921.12
Regulatory Fees
$668.22
Total Slippage
$4,241.97
Invest in this strategy
OOS Start Date
Apr 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum/mean‑reversion, volatility hedging, macro regime, daily rebalanced
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 (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 toLABU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "All-Star StdDev Sort (5d)" has returned 50.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "All-Star StdDev Sort (5d)" is 46.06%. 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, and options.