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Symphonies
High Sharpe Sort v2 WM74 +Wash
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rule‑driven strategy that shifts daily among leveraged stocks, volatility hedges, and safe cash/bonds. It sells “too hot,” buys big dips, and uses managed futures for diversification, aiming for high risk‑adjusted returns with strict risk controls.
NutHow it works
Daily, it checks if stocks are “hot” or “cold” using a 0–100 heat gauge (RSI). Hot (80+): it hedges with volatility funds (UVXY/VIXY/VXX). Cold (~30 or big drops): it buys strong rebound plays (TQQQ/SOXL/TECL/UPRO). If risk is high or trends break, it parks in T‑Bills (BIL/SGOV) or uses managed futures (KMLM) or BTAL. It repeats across SPY/QQQ/sectors and bonds.
CheckmarkValue prop
An active, diversified tactical sleeve designed to ride dips, hedge volatility, and diversify away from SPY. In the latest out-of-sample period it underperformed SPY (−7.0% annualized; −20.4% max drawdown), so best as a risk-managed satellite, not a core replacement.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.650.550.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
67.84%14.46%0.54%-0.34%0.86
High Sharpe Sort v2 WM74 +Wash
49,588.64%405.09%-12.66%-26.04%3.65
Initial Investment
$10,000.00
Final Value
$4,968,863.73
Regulatory Fees
$28,917.69
Total Slippage
$192,187.35
Invest in this strategy
OOS Start Date
May 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,volatility hedging,trend following,mean reversion,sector rotation,leveraged etfs,managed futures,risk management
Tickers in this symphonyThis symphony trades 129 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds Global X Alternative Income ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X Shares
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
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.

"High Sharpe Sort v2 WM74 +Wash" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"High Sharpe Sort v2 WM74 +Wash" is currently allocated toFTLSandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "High Sharpe Sort v2 WM74 +Wash" has returned -16.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "High Sharpe Sort v2 WM74 +Wash" is 27.73%. 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 "High Sharpe Sort v2 WM74 +Wash", 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.