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Symphonies
Excellent Adventures - Wash Sale Edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tech‑tilted “risk‑on/risk‑off” rotation. It buys dips (QLD), steps aside when overheated (BIL or VXX), and otherwise holds a single mega‑cap or a small FNGD+QLD hedge. From many variants, it holds the two with the best recent results, aiding wash‑sale management.
NutHow it works
Each day it ranks many small variations of the same rules and buys the best two. Rules: if markets look too hot (QQQ/SPY momentum very strong), park in safety (BIL=T‑bills or VXX=volatility). If tech looks washed out (TQQQ very weak), buy QLD (2x Nasdaq). Otherwise hold one mega‑cap (AAPL/MSFT/GOOG/AMZN/TSLA) or a hedged mix (FNGD=3x inverse FANG+ plus QLD). Rotating among near‑substitutes also helps avoid wash‑sale issues.
CheckmarkValue prop
Out-of-sample edge: ~25% annualized return vs 22% S&P, ~0.73 Sharpe and 0.58 Calmar. Tech tilt with tactical hedges (bills/vol) targets stronger upside with risk control. Drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.840.270.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
175.87%14.7%1.36%5.73%0.79
Excellent Adventures - Wash Sale Edition
29,467.16%115.79%12.53%37.08%1.86
Initial Investment
$10,000.00
Final Value
$2,956,715.72
Regulatory Fees
$8,261.20
Total Slippage
$55,762.54
Invest in this strategy
OOS Start Date
Dec 24, 2023
Trading Setting
Daily
Type
Stocks
Category
Tech-focused, tactical rotation, mean reversion, momentum filter, volatility hedge, leveraged etfs, daily rebalance, tax-aware
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTSLAandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.86%. 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 the symphony, 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.