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Symphonies
Backtest - Sector Reversion & Beta Flipping (Quarterly)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A quarterly, rules-based mix of contrarian sector rotation and trend-timed leverage, balanced by gold, commodities, and managed-futures diversifiers. It buys recent laggards and uses Treasuries/anti‑beta to help offset stock risk.
NutHow it works
Every quarter the portfolio splits into four sleeves: - Sector bounce: from U.S. & global sectors plus Treasuries, buy the 3 that fell most over the past 2–4 weeks (bet on a rebound). - Diversifiers: gold, broad commodities, and managed futures (DBMF, KMLM). - Leverage timing: if the S&P 500 is trending up, own 3x S&P (UPRO); if not, shift to international stocks (VEU). Also buy two recent laggards among anti‑beta (BTAL), long Treasuries (ZROZ), 2x Tech, 2x Health. - Dynamic tilt: add more to the weaker (recently lagging) sector-bounce sleeve.
CheckmarkValue prop
Diversified, quarterly, rules-based strategy: contrarian sector rotation, leverage timing, and hedges (gold, commodities, futures, Treasuries). OOS: 13.1% return, 23.3% max drawdown, Calmar 0.56, Sharpe 0.69—adds regime hedging and diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.740.670.82
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
399.04%13.79%-0.15%0.4%0.84
Backtest - Sector Reversion & Beta Flipping (Quarterly)
977.95%21.06%1.83%4.39%1.31
Initial Investment
$10,000.00
Final Value
$107,795.04
Regulatory Fees
$30.97
Total Slippage
$197.35
Invest in this strategy
OOS Start Date
Jul 28, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Quarterly rebalance, sector rotation, mean reversion, leverage timing, managed futures, treasuries, gold, commodities, global sectors
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
EXI
iShares Global Industrials ETF
Stocks
FMF
First Trust Managed Futures Strategy Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IXC
iShares Global Energy ETF
Stocks
IXG
iShares Global Financials 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, ZROZ, DBC, VNQ, VDC, TECL, BTAL, FMF, EDV, GLD, VCRandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 12.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.26%. 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 the symphony, 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.