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Symphonies
Colab Signal Dump 2
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, short‑term mean‑reversion strategy: it buys either TLT (long U.S. Treasuries) or XLP (consumer‑staples stocks), whichever looks most oversold over the last 5 days (lowest RSI). The other listed signals are inactive.
NutHow it works
Each day it compares two funds: TLT (long‑term U.S. Treasury bonds) and XLP (consumer‑staples stocks). It calculates a 5‑day “hot/cold” score called RSI (0=cold after declines, 100=hot after rallies) and buys 100% of whichever has the lower score, expecting a near‑term bounce. It rechecks daily and may switch. Other tickers shown are unused tests: TQQQ/QQQ (Nasdaq tech), KMLM (trend‑following futures), BTAL (low‑beta long/short), VIXM (volatility), XLU (utilities), LLY, PGR, BIL (T‑bills).
CheckmarkValue prop
Out-of-sample, this RSI-dip strategy beats the S&P on risk-adjusted return: oos Sharpe ~2.82, annualized return ~44% vs ~36%, Calmar ~11, max drawdown ~4% vs ~5%. Beta ~1.03. Daily rebalanced between TLT and XLP.

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Invest in this strategy
OOS Start Date
May 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, rsi, daily rebalancing, treasuries, consumer staples
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LLY
Eli Lilly & Co.
Stocks
NVDA
Nvidia Corp
Stocks
PGR
Progressive Corporation
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXM
ProShares VIX Mid-Term Futures 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.

"Colab Signal Dump 2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Colab Signal Dump 2" is currently allocated toPGR, NVDA, TQQQ, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Colab Signal Dump 2" has returned 37.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Colab Signal Dump 2" is 4.02%. 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 "Colab Signal Dump 2", 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.