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Symphonies
Common Trend Indicator Sorter
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it blends 9 simple signals to switch between 3x stock funds when trends are healthy and safe havens (Treasuries, dollar, gold/commodities, utilities, volatility) when they’re not. It keeps the 4 best‑performing signals and splits money.
NutHow it works
Each day 9 simple signals judge risk: SPY vs its 20/50/200‑day averages, tech vs utilities, lumber vs gold, bonds vs cash, and inflation‑linked bonds. A basic “overheated/volatility” gauge (RSI on QQQ/VIX funds) fine‑tunes. If risk on, it buys 3x stock funds (SPXL, TQQQ, UDOW). If risk off, it shifts to Treasuries, the US dollar, gold/commodities, utilities, or volatility funds. It then keeps the 4 signals with the best recent returns and splits money equally.
CheckmarkValue prop
Out-of-sample, this strategy aims for higher upside (~36% annualized) vs SPY (~27%), via a diversified momentum blend and hedges (treasuries, USD, gold). Expect stronger growth with regime switching.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.40.730.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
219.18%14.13%-1.77%0.2%0.8
Common Trend Indicator Sorter
5,905.62%59.41%-4.23%-2.87%1.72
Initial Investment
$10,000.00
Final Value
$600,561.52
Regulatory Fees
$3,296.60
Total Slippage
$20,482.34
Invest in this strategy
OOS Start Date
Oct 25, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, multi-signal ensemble, leveraged etfs, momentum, risk-on/risk-off, volatility hedging, cross-asset
Tickers in this symphonyThis symphony trades 76 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
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.

"Common Trend Indicator Sorter" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Common Trend Indicator Sorter" is currently allocated toIEO, DBC, SPXL, TQQQ, XLU, TMVandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Common Trend Indicator Sorter" has returned 30.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Common Trend Indicator Sorter" is 34.33%. 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 "Common Trend Indicator Sorter", 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.