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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

All‑in, daily tactical system. Uses a “heat” gauge (RSI): when markets are red‑hot, it bets on a volatility pop (UVXY) or goes to T‑Bills; when tech/semis/biotech are washed out, it buys 3× bull funds, and flips to 3× inverse when they’re too hot. Very aggressive.
NutHow it works
RSI measures how hot/cold prices have been (0–100; >80 very hot, <30 very cold). Each day it holds one fund: - If broad markets (IOO/SPY/QQQ/TQQQ) look very hot, it buys UVXY (jumps when stocks suddenly drop) or sits in T‑Bills (BIL). - If tech/semis/biotech look very cold, it buys their 3× bull funds (TECL/SOXL/LABU). If they look too hot, it may buy the 3× inverse (TECS/SOXS). - It can switch to long Treasuries (TMF) on a bond signal; else BIL.
CheckmarkValue prop
Out-of-sample edge: ~30% annualized return vs ~17.5% for the S&P; positive alpha, Calmar ~1.08. Higher drawdown/beta, but daily tactical bets on tech/biotech with volatility hedges target far larger upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.450.30.020.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
288.13%13.5%-0.15%0.4%0.8
High Win Rate Test
11,570.4%55.98%0.27%0.87%1.42
Initial Investment
$10,000.00
Final Value
$1,167,039.54
Regulatory Fees
$1,201.81
Total Slippage
$7,705.14
Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical market timing, leveraged etfs, rsi momentum/mean‑reversion, volatility hedging, risk‑on/risk‑off, daily rebalance
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 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 28.18%. 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, and options.