Skip to Content
Symphonies
ComposerQC SampleStrategy
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily trend/momentum rules: if SPY is above its 200-day MA, invest 100% in the top-performing levered ETF (SSO or QLD) by 30-day momentum; otherwise, hold 60/40 in VTI/BND.
NutHow it works
Every day, check if SPY is above its 200-day moving average. If yes, pick the best 30-day performer between SSO and QLD and put 100% of capital into that one. If SPY is not above the 200-day MA, allocate 60% to VTI and 40% to BND. Rebalance daily according to these rules.
CheckmarkValue prop
Out-of-sample annualized return ~38.8% vs SPY ~21.8%, via daily trend tilt into the top 2x levered ETF (SSO/QLD). Down markets: a 60/40 VTI/BND. Calmar ~1.33; drawdowns ~29% vs ~19%. Higher upside with managed risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.081.140.630.79
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
555.46%10.46%-2.02%-1.16%0.6
ComposerQC SampleStrategy
2,575.99%18.99%-4.52%-8.04%0.76
Initial Investment
$10,000.00
Final Value
$267,599.23
Regulatory Fees
$1,279.28
Total Slippage
$6,449.33
Invest in this strategy
OOS Start Date
Dec 8, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, tactical-asset-allocation, leveraged-etfs, rule-based, daily-rebalance
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
QLD
ProShares Ultra QQQ
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
VTI
Vanguard Total Stock Market 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.

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

"ComposerQC SampleStrategy" is currently allocated toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "ComposerQC SampleStrategy" has returned 31.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "ComposerQC SampleStrategy" is 29.20%. 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 "ComposerQC SampleStrategy", 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.