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Symphonies
AMZN Max
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, Amazon-only strategy using a 50-day trend filter and an overbought/oversold gauge. It rides uptrends with a 2x long ETF, shorts brief spikes with a -1x ETF, and parks in T-bills when no clear edge.
NutHow it works
Trades AMZU (~2x Amazon daily), AMZD (~-1x), and BIL (T-bills). Gauges: - 50-day average: typical price over ~10 weeks; above = uptrend. - RSI: 0–100 heat of recent moves; high = overheated, low = washed out. Daily rules: • Above the 50-day: hold AMZU unless RSI is very high → use AMZD. • Below it: buy AMZU only when RSI is very low; if very high → AMZD; else BIL. Exposure: Amazon’s online retail, cloud (AWS), and ads—single-company risk.
CheckmarkValue prop
Levered AMZN strategy (AMZU/AMZD) with trend/RSI. OOS annualized return ≈44% vs SPY ≈18%; drawdown ≈39.6% vs ≈18.8%; beta ≈1.87; Sharpe ≈0.93 vs ≈1.01. Higher risk, higher potential reward than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.321.520.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
76.96%17.67%-1.77%0.2%1.08
AMZN Max
415.31%59.58%16.39%-7.06%1.2
Initial Investment
$10,000.00
Final Value
$51,530.59
Regulatory Fees
$192.75
Total Slippage
$1,108.15
Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Single-stock etf, amzn-focused, daily tactical, trend + mean reversion, leveraged long/short, rsi-based, cash fallback
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
AMZD
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF
Stocks
AMZN
Amazon.Com Inc
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

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.

"AMZN Max" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"AMZN Max" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "AMZN Max" has returned 16.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "AMZN Max" is 46.55%. 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 "AMZN Max", 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.