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Symphonies
CQ | Big Bank Blender w 200d | 8.2.23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily strategy that rotates to big-bank stocks in uptrends and to hedged tech/semiconductor trades in weak markets. Uses a 200-day trend check and a short-term “heat” gauge (RSI) to switch among Nasdaq longs/shorts, semis, and volatility hedges.
NutHow it works
Daily switcher. First, it trades semiconductors (SOXL/SOXS=3x up/down): when that area looks overheated, it bets against it; when washed out, it may bet on a rebound. Then it checks the S&P 500's 200-day trend. If up: pick 1-2 big banks with strong recent performance. If down/uncertain: use protective or contrarian tech/Nasdaq trades (QQQ=Nasdaq 100; TQQQ/SQQQ=3x up/down QQQ; PSQ=1x short QQQ; SMH=semis; VIXM=volatility). It uses a heat gauge (RSI: high=hot, low=cold) and 20-day lines.
CheckmarkValue prop
Out-of-sample annualized return ~54.8% vs S&P ~21.1%. Regime-rotations aim for big upside in uptrends (banks) and protection in downturns (tech/semis). Calmar ~1.04; Sharpe ~0.93 vs S&P 1.29; higher drawdown risk (~52.7%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.531.880.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
130.97%15.22%1.36%5.73%0.78
CQ | Big Bank Blender w 200d | 8.2.23
581,504.52%333.64%28.35%75.24%2.12
Initial Investment
$10,000.00
Final Value
$58,160,451.99
Regulatory Fees
$217,965.64
Total Slippage
$1,537,151.00
Invest in this strategy
OOS Start Date
Aug 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend-following, mean reversion, leveraged etfs, bank rotation, hedged equity, volatility timing
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.

"CQ | Big Bank Blender w 200d | 8.2.23 " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CQ | Big Bank Blender w 200d | 8.2.23 " is currently allocated toDBandKEY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CQ | Big Bank Blender w 200d | 8.2.23 " has returned 54.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CQ | Big Bank Blender w 200d | 8.2.23 " is 52.69%. 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 | Big Bank Blender w 200d | 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, crypto, and options.