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

About

Daily strategy: buy top big-bank stocks when the market’s long-term trend is up; otherwise hedge or go on offense/defense in Nasdaq and semiconductors using bull/bear funds, with simple hot/cold and trend checks plus a bond-based risk signal.
NutHow it works
It’s a daily, rules-based switcher. - Quick “heat check” on semiconductors (SOXX). If too hot, short them (SOXS). If washed‑out, sometimes buy them (SOXL, 3x bull). - If the S&P 500 (SPY) is extreme: very hot → add a volatility hedge (VIXM); very cold → ride rebounds with 3x bull funds (TECL/TNA/SPXL). - If SPY is above its 200‑day average, pick 1–2 big bank stocks (JPM, BAC, GS, etc.) by recent strength/stability. - Otherwise use “bear/sideways” rules to flip between bullish/bearish Nasdaq funds (TQQQ/SQQQ/PSQ) or QQQ/SMH, guided by a hot/cold score and a bond (TLT) risk signal. “3x” ≈ triple daily moves; “inverse” rises when markets fall.
CheckmarkValue prop
Out-of-sample annualized return: 54.54% vs SPY 20.76%; regime-based bank bets in up markets plus semis and volatility hedges in choppier periods offer stronger upside with Calmar ~1.04, while downturns may bring larger drawdowns.

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Invest in this strategy
OOS Start Date
Aug 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, sector rotation, big banks, tech/semiconductors, leveraged etfs, inverse etfs, trend-following, mean reversion, hedged, daily rebalanced
Tickers in this symphonyThis symphony trades 34 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
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
FITB
Fifth Third Bancorp
Stocks
GS
Goldman Sachs Group Inc.
Stocks
HSBC
HSBC Holdings PLC
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 | 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 toJPMandSAN. 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 52.41%. 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, and options.