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

About

A daily, RSI‑driven switcher among leveraged tech/semis/biotech, inverse hedges, long volatility (UVXY), or T‑Bills. It buys fear when markets look too hot and buys bounces when sectors look washed out. Extremely high risk and very active.
NutHow it works
RSI is a 0–100 gauge of how fast price has moved recently: >80 = very hot; <30 = washed out. What it trades: 3x tech (TQQQ/TECL), semis (SOXL), biotech (LABU); inverse hedges (TECS/SOXS); volatility (UVXY); long bonds (TMF; TMV is a signal); broad markets (SPY/QQQ/IOO); cash‑like BIL. Daily: If broad markets are very hot, buy UVXY only if its momentum is rising; else hold BIL. Otherwise buy oversold 3x tech/semis/biotech; if they’re too hot, use inverse hedges. If bonds are washed out, buy TMF. If nothing triggers, hold BIL.
CheckmarkValue prop
Out-of-sample: ~30% annualized return vs SPY ~17.5%, Calmar ~1.08 and Sharpe ~0.73. Strong upside with compelling risk-adjusted profile in volatile tech/biotech cycles. Note: max drawdown ~28%.
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 (illogic removed)
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, rsi, leveraged etfs, volatility, mean reversion, trend filter, tech, semiconductors, biotech, bonds, market timing, 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 (illogic removed)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

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

Year-to-date, "High Win Rate Test (illogic removed)" 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 (illogic removed)" 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 (illogic removed)", 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.