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Symphonies
CQ | Bank Blender V1.0 | 8.2.23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A very concentrated bank-stock strategy that bets on the recent strongest performer and, even more heavily, the bank stock with the biggest recent price swings.
NutHow it works
This strategy looks only at large bank stocks and checks them every day. It puts 30% into the bank stock that went up the most over the last 14 trading days. It puts 70% into the bank stock whose price has swung around the most over the last 14 days. So it usually owns just 1–2 bank stocks, and sometimes only 1 if the same stock wins both tests.
CheckmarkValue prop
Out-of-sample edge: about 33% annualized return vs SPY’s ~19.7%, Calmar ~1.23. Higher volatility means bigger drawdowns (~26.7% vs ~18.8%), but the strategy targets powerful bank-stock moves for superior long-run upside in financials.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.041.220.390.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
160.6%15.16%-1.22%2.47%0.81
CQ | Bank Blender V1.0 | 8.2.23
193.57%17.2%-8.38%-20.74%0.6
Initial Investment
$10,000.00
Final Value
$29,357.00
Regulatory Fees
$270.43
Total Slippage
$1,484.56
Invest in this strategy
OOS Start Date
Jul 4, 2023
Trading Setting
Daily
Type
Stocks
Category
Bank stocks, financial sector, momentum, volatility, concentrated, daily rebalancing, global banks
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BAC
Bank of America Corporation
Stocks
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
Stocks
BCS
Barclays PLC
Stocks
C
Citigroup Inc.
Stocks
COF
Capital One Financial
Stocks
DB
Deutsche Bank Aktiengesellschaft
Stocks
FITB
Fifth Third Bancorp
Stocks
GS
Goldman Sachs Group Inc.
Stocks
HSBC
HSBC Holdings PLC
Stocks
JPM
JPMorgan Chase & Co.
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.

"CQ | Bank Blender V1.0 | 8.2.23 " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CQ | Bank Blender V1.0 | 8.2.23 " is currently allocated toCandCOF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CQ | Bank Blender V1.0 | 8.2.23 " has returned 33.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CQ | Bank Blender V1.0 | 8.2.23 " is 26.69%. 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 "CQ | Bank Blender V1.0 | 8.2.23 ", 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.
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