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Symphonies
Googl Max
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, single‑stock strategy around Alphabet: use a 100‑day trend filter and RSI “heat” to switch among GGLL (+2x GOOGL), GGLS (−1x GOOGL), or BIL (cash), aiming to ride trends and fade extremes.
NutHow it works
Each day it looks at Alphabet (GOOGL). First: is price above its 100‑day average (a long‑term trend line)? If yes, it usually buys GGLL (aims for +2x GOOGL each day), unless GOOGL looks “too hot” by RSI (a 0–100 speed/heat score): RSI10>75 or RSI2>97.5 → switch to GGLS (−1x GOOGL). If price is below the 100‑day average, it usually sits in BIL (T‑bills), unless RSI says “washed out” (RSI10<35 or RSI2<30) → buy GGLL. Rebalanced daily.
CheckmarkValue prop
Out-of-sample Sharpe ~1.94 vs SPY ~1.02; OOS annualized return ~143% vs ~18%; Calmar ~4.02. Higher drawdowns (~36%) are the price of superior, disciplined Alphabet-focused trend/mean-reversion alpha.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.331.420.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
79.74%18.37%0.54%-0.34%1.12
Googl Max
427.5%61.35%-18.55%-15.85%1.25
Initial Investment
$10,000.00
Final Value
$52,750.21
Regulatory Fees
$109.03
Total Slippage
$616.83
Invest in this strategy
OOS Start Date
Oct 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Single-stock, googl-focused, tactical, trend + mean-reversion, leveraged etfs, daily rebalance, equities, cash/t-bills
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GGLL
Direxion Shares ETF Trust Direxion Daily GOOGL Bull 2X Shares
Stocks
GGLS
Direxion Daily GOOGL Bear 1X Shares
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
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.

"Googl Max" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Googl Max" is currently allocated toGGLL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Googl Max" has returned 96.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Googl Max" is 35.76%. 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 "Googl Max", 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.