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Symphonies
High Win Rate Test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, one‑position trader that rotates among UVXY (volatility), leveraged tech/semis/biotech bulls or bears, long bonds (TMF), and cash (BIL) using simple RSI “hot/cold” checks on IOO, SPY, QQQ/TQQQ, SOXL, LABU, and TMV.
NutHow it works
RSI is a speedometer of recent price moves: >80=very hot, <30=very cold. Daily: if global stocks (IOO) are very hot, buy UVXY. Else if US tech/S&P are hot, buy UVXY if volatility is firm; otherwise T‑Bills (BIL). Else buy oversold 3x bulls (SOXL/TECL; sometimes LABU or the day’s worst of LABU/SOXL). If tech/semis are too hot, use 3x bears (TECS/SOXS). If bonds look washed out (TMV hot), buy TMF. If no signal, hold BIL.
CheckmarkValue prop
Out-of-sample, this strategy targets ~33% annualized returns vs ~18% for the S&P, with positive alpha and a Calmar ~1.19. Higher growth potential with active risk management (but higher drawdowns).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.460.30.020.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
286.57%13.79%1.36%5.73%0.81
High Win Rate Test
11,469.78%57.44%0.33%9.58%1.44
Initial Investment
$10,000.00
Final Value
$1,156,977.89
Regulatory Fees
$1,212.62
Total Slippage
$7,705.24
Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,daily rebalancing,rsi signals,leveraged etfs,volatility trading,mean reversion,market timing
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.

"High Win Rate Test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"High Win Rate Test" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "High Win Rate Test" has returned 32.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "High Win Rate Test" is 27.70%. 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 Win Rate Test", 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.