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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

Trend filter on SPY sets the regime. In strong uptrends, switch into Monster Beverage when market momentum runs hot; otherwise hold SPY+QQQ. In downtrends, buy tech only on sharp selloffs; if not, stay defensive in consumer staples.
NutHow it works
1) Is the market in an uptrend? Check if SPY’s 8‑day average price is above its 200‑day. If yes: if the market’s momentum meter (RSI) is very hot (QQQ RSI>80, or SPY RSI>80, or SPY 60‑day RSI>60), buy MNST; otherwise split 50/50 SPY and QQQ. If no uptrend: if QQQ RSI<30 buy XLK (bet on a rebound); else buy XLP (defensive).
CheckmarkValue prop
Out-of-sample edge: ~21.49% annualized return with lower downside (12.8% max drawdown vs ~18.8% for the S&P) and Calmar ~1.68. Lower beta (~0.87) means cleaner market exposure and stronger risk-adjusted upside.

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Invest in this strategy
OOS Start Date
Aug 9, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, momentum (rsi), regime filter, sector rotation, tech timing, defensive tilt, single-stock (mnst)
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
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 21.49%. 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, crypto, and options.