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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

A daily trend-following meta-portfolio. It watches many “traffic lights” (stock trends, tech vs utilities, lumber vs gold, bonds vs cash, TIP, volatility). When green it buys fast-moving equity funds (often 3x). When red it shifts to Treasuries, dollar, gold, utilities, or cash.
NutHow it works
Think of many traffic lights for market risk. It checks: is the S&P 500 above key averages (50/200, 20/50, price/20; a moving average is the average price over X days)? Is tech (XLK) beating utilities (XLU)? Is lumber beating gold? Are bonds beating T‑bills? Are inflation‑linked bonds (TIP) rising? Is volatility spiking (RSI is a 0–100 speedometer; very high = stress)? If green, it buys recent winners, often 3x stock funds (SPXL/TQQQ/UDOW). If red, it rotates to Treasuries (TMF), dollar (UUP), gold/commodities (UGL/DBC), utilities (XLU) or T‑bills. Daily it ranks all these sub‑systems by recent trend and holds the top 4 equally. Uses leveraged/volatility ETFs—expect high risk and turnover.
CheckmarkValue prop
Out-of-sample: ~40% annualized return vs SPY ~28%, Calmar ~1.18. Regime-aware momentum captures big trends with diversification, but expect higher drawdowns (~34% vs ~19% for SPY).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.420.720.210.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
224.69%14.85%1.36%5.73%0.83
Common Trend Indicator Sorter
6,457.24%63.51%-5.4%8.09%1.79
Initial Investment
$10,000.00
Final Value
$655,724.47
Regulatory Fees
$2,946.24
Total Slippage
$18,232.58
Invest in this strategy
OOS Start Date
Oct 25, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, risk-on/risk-off, multi-signal, leveraged etfs, volatility, tactical allocation, equities, treasuries, commodities, dollar, sectors
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.

"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 toUPRO, IEO, TYD, TMF, GLTR, DBC, UGL, TQQQ, EMB, TMVandDBB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Common Trend Indicator Sorter" has returned 40.40%. 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, crypto, and options.