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

About

Rule-based, equal-weighted mix that buys Tech when strong and hides in Treasuries/staples/cash when weak. Adds energy, commodities, gold, or the dollar only in uptrends. Uses moving averages and RSI. Includes some leveraged ETFs.
NutHow it works
Equal-weights many rule blocks. - If technology stocks are washed out, buy 2x Tech (QLD); if too hot, use 2x inverse (QID). - If the market/technology outpaces defensive sectors, stay in 2x Tech; else go to Treasuries or staples. - Own energy (XLE), oil/commodities (DBC/DBO), gold (GLD), or the dollar (UUP) only in uptrends; otherwise sit in cash-like bills (SHV/SHY). Tools: moving averages (trend) and RSI (0–100 strength).
CheckmarkValue prop
Out-of-sample Sharpe 1.32 vs SPY 1.22; max drawdown 12.5% vs 18.8%; beta ~0.57; Calmar ~1.25. A diversified, rule-based mix that captures tech upside but rotates to bonds and defensives on risk, delivering better risk-adjusted performance than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.460.510.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
961.23%15.08%-0.15%0.4%0.9
Better Basso
2,189.86%20.47%4.46%5.99%1.75
Initial Investment
$10,000.00
Final Value
$228,985.54
Regulatory Fees
$522.65
Total Slippage
$2,787.40
Invest in this strategy
OOS Start Date
Jan 30, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Multi-asset momentum, sector rotation, risk-on/risk-off, trend following, relative strength, bonds/commodities, leveraged etfs
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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.

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

"Better Basso" is currently allocated toTYD, IEF, UUP, DBC, DBO, SHV, XLE, QLD, GLDandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Better Basso" has returned 16.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Better Basso" is 12.50%. 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 "Better Basso", 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.