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Symphonies
DOT COM Bust (Apr 26 1999)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches among MNST, SPY/QQQ, and XLK/XLP based on market trend and momentum. Owns MNST when strength is extreme, SPY+QQQ in normal uptrends, tech on sharp dips, and staples when conditions are weak.
NutHow it works
1) Decide trend: if SPY’s 8‑day average price is above its 200‑day, the market is “uptrend.” 2) In an uptrend, if QQQ or SPY’s RSI (a price‑speed gauge: high=hot, low=washed‑out) is very high, buy MNST (Monster Beverage). If not that hot, split between SPY (broad U.S.) and QQQ (big tech). 3) If no uptrend: if QQQ’s RSI is very low, buy XLK (tech) for a rebound; otherwise hold XLP (defensive staples).
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted return with lower drawdowns. OOS return ~21.78% vs S&P ~21.43%; Calmar ~1.70; max drawdown ~12.8% vs ~18.8%; beta ~0.87. A disciplined trend/momentum rotation with less risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.830.540.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
759.37%8.32%0.54%-0.34%0.51
DOT COM Bust (Apr 26 1999)
20,995.24%22.01%1.25%-1.43%1.02
Initial Investment
$10,000.00
Final Value
$2,109,523.75
Regulatory Fees
$6,952.11
Total Slippage
$43,254.86
Invest in this strategy
OOS Start Date
Aug 9, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, momentum, sector rotation, tactical asset allocation, us equities
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
MNST
Monster Beverage Corporation
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"DOT COM Bust (Apr 26 1999)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"DOT COM Bust (Apr 26 1999)" is currently allocated toQQQandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "DOT COM Bust (Apr 26 1999)" has returned 19.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "DOT COM Bust (Apr 26 1999)" is 12.80%. 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 "DOT COM Bust (Apr 26 1999)", 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.