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Symphonies
Four Corners v1.2 | nicomavis
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based “four corners” playbook. It first exploits short-term extremes; otherwise it picks one of four diversified mixes based on growth-vs-utilities leadership and credit health, aiming for high risk-adjusted returns with limited shorting.
NutHow it works
It asks two questions unless the market is at an extreme. 1) Are growth stocks (QQQ) or utilities (VPU) stronger lately? That sets offense vs defense. 2) Are corporate bonds (CORP) beating T‑bills (BIL)? That says credit is healthy or not. Those answers pick one of four diversified mixes. If prices get very stretched short-term, it briefly switches to quick bounce/hedge trades using very liquid ETFs.
CheckmarkValue prop
Out-of-sample edge: 20.35% annual return vs 19.09% S&P, lower drawdown 14.69% vs 18.76%, Calmar ~1.39. Diversified, hedged, regime-driven risk control for better downside resilience.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.70.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
386.75%13.39%-1.77%0.2%0.82
Four Corners v1.2 | nicomavis
24,797.6%54.97%-2.04%4.22%2.16
Initial Investment
$10,000.00
Final Value
$2,489,759.61
Regulatory Fees
$10,706.04
Total Slippage
$67,516.25
Invest in this strategy
OOS Start Date
Apr 9, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation,momentum,mean reversion,multi-asset,etf rotation,risk management,hedging
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLV
Vanguard Long-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
Stocks
FMF
First Trust Managed Futures Strategy Fund
Stocks
GDX
VanEck Gold Miners ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
PICK
iShares MSCI Global Metals & Mining Producers 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.

"Four Corners v1.2 | nicomavis" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Four Corners v1.2 | nicomavis" is currently allocated toBTAL, FMFandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Four Corners v1.2 | nicomavis" has returned 19.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Four Corners v1.2 | nicomavis" is 14.69%. 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 "Four Corners v1.2 | nicomavis", 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.