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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, rules‑based strategy. It picks the two best‑recent variants and holds: volatility or T‑Bills when markets look overheated, 2x Nasdaq when oversold, or a mega‑cap tech/hedged mix otherwise. Uses leveraged/inverse ETFs; high risk.
NutHow it works
Daily, it ranks many small rule-sets (lookback 1–10 wks) and invests equally in the top two. Each set uses a 0–100 “hot/cold” gauge (RSI): if QQQ/SPY look too hot, go to VXX (fear gauge) or BIL (T‑Bills). If Nasdaq looks washed‑out (TQQQ very cold), buy QLD (2x Nasdaq). Otherwise hold one mega‑cap tech (MSFT/AMZN/GOOG/AAPL/TSLA) or a 50/50 hedge of QLD and FNGD (−3x short big‑tech).
CheckmarkValue prop
Out-of-sample, this strategy edges the S&P (~21.84% vs 21.51%), with a solid risk-adjusted profile (Calmar ~0.52). A tech tilt and dynamic hedges aim for upside in rallies, but expect deeper drawdowns (~42%) in weak markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.830.270.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
171.19%13.89%-1.77%0.2%0.77
Excellent Adventures - Wash Sale Edition
34,669.82%114.43%4.83%6.46%1.85
Initial Investment
$10,000.00
Final Value
$3,476,982.44
Regulatory Fees
$10,045.39
Total Slippage
$68,741.14
Invest in this strategy
OOS Start Date
Dec 24, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, tech-heavy, momentum/mean-reversion, volatility hedge, leveraged/inverse etfs, daily rebalancing
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FNGD
MicroSectors FANG+ Index -3X Inverse Leveraged ETNs due January 8, 2038
Stocks
GOOG
Alphabet Inc. Class C Capital Stock
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
MSFT
Microsoft Corp
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

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

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

Year-to-date, the symphony has returned 28.28%. 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, and options.