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Symphonies
Backtest: Four Corners
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A four‑corners, rules‑based mix that rotates between offense (leveraged Nasdaq/S&P, EM) and defense (utilities, Treasuries, gold, anti‑beta) using growth vs utilities and credit vs cash signals, with quick overrides for volatility, oversold, and overbought.
NutHow it works
Two yes/no checks pick 1 of 4 playbooks: Is big US tech (QQQ) stronger than Utilities (VPU)? Are investment‑grade corporate bonds (CORP) beating cash‑like T‑bills (BIL)? A simple strength score (RSI = recent buying vs selling) drives this. Quick overrides: high vol → safety; oversold → short bounce with liquid tech; overbought → hedge with Treasuries/volatility.
CheckmarkValue prop
Out-of-sample edge: 23.85% annualized return vs 19.50% for the S&P, smaller drawdown (17.86% vs 18.76%), and Calmar ~1.34. Diversified, regime-switching design targets stronger upside with controlled downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.390.610.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
521.95%14.41%1.36%5.73%0.89
Backtest: Four Corners
47,262.5%57.43%-0.6%2.08%2.24
Initial Investment
$10,000.00
Final Value
$4,736,249.60
Regulatory Fees
$16,278.40
Total Slippage
$105,602.47
Invest in this strategy
OOS Start Date
Apr 6, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Multi-asset, regime switching, momentum/rsi, volatility overlays, defensive hedges, leveraged/inverse etfs, bonds, gold, utilities
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.

"Backtest: Four Corners" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Backtest: Four Corners" is currently allocated toPICK, TQQQ, VTandVPU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Backtest: Four Corners" has returned 23.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Backtest: Four Corners" is 17.86%. 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 "Backtest: Four Corners", 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.