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Symphonies
CQ | WIIGF? V1.0 | 10.12.23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple trend-following switch: if a major defense ETF is perking up, own the 3 strongest defense/aerospace or Israel‑tech picks; otherwise hold a balanced energy basket. Equal‑weighted, with potential volatility due to sector focus and a leveraged ETF.
NutHow it works
It watches a broad defense fund (ITA). If ITA’s very-recent trend (last 3 days) is stronger than its week-long trend (7 days), it treats defense as “rising.” Then it buys, equally, the 3 best performers (last ~3 months) from a list of defense/aerospace and Israel‑focused funds/stocks. If not, it holds energy picks equally: OIH (oil services), XLE (energy sector), UUUU (uranium), VLO (refiner), XOM (Exxon). Note: DFEN is a 3× leveraged defense fund; UNH/COST aren’t used.
CheckmarkValue prop
Out-of-sample edge: ~47% annual return vs S&P ~24.6%; solid risk-adjusted metrics (Calmar ~1.18, Sharpe ~1.34). Momentum-driven defense/energy rotation aims higher upside; expect ~40% max drawdown in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.010.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
68.32%20.24%-1.77%0.2%1.3
CQ | WIIGF? V1.0 | 10.12.23
196.02%46.83%-3.92%14.2%1.25
Initial Investment
$10,000.00
Final Value
$29,601.57
Regulatory Fees
$140.47
Total Slippage
$837.42
Invest in this strategy
OOS Start Date
Oct 12, 2023
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical sector rotation, momentum, aerospace & defense, energy, trend-following
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BA
Boeing Company
Stocks
CDP
COPT Defense Properties
Stocks
DFEN
Direxion Daily Aerospace & Defense Bull 3X ETF
Stocks
EIS
iShares MSCI Israel ETF
Stocks
GCAD
Gabelli Commercial Aerospace and Defense ETF
Stocks
GD
General Dynamics Corporation
Stocks
ISRA
VanEck Israel ETF
Stocks
ITA
iShares U.S. Aerospace & Defense ETF
Stocks
ITEQ
Amplify BlueStar Israel Technology ETF
Stocks
IZRL
ARK Israel Innovative Technology 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.

"CQ | WIIGF? V1.0 | 10.12.23" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"CQ | WIIGF? V1.0 | 10.12.23" is currently allocated toDFEN, LMTandNOC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "CQ | WIIGF? V1.0 | 10.12.23" has returned 34.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "CQ | WIIGF? V1.0 | 10.12.23" is 40.03%. 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 | WIIGF? V1.0 | 10.12.23", 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.