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Symphonies
High Win Rate Test V2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it fades extremes: hedges or shorts when markets are overheated and buys the dip in leveraged tech/semis/biotech when deeply oversold; sometimes buys long bonds after big drops; otherwise sits in T‑Bills. Very aggressive and volatile.
NutHow it works
Each day it reads a “heat gauge” (RSI, 0–100) on big stock indexes: global 100 (IOO), S&P 500 (SPY), Nasdaq (QQQ/TQQQ), semis (SMH). Hot (>80) = likely pullback: buy fear (UVXY) or short tech/semis (TECS, SOXS). Cold (<30) = buy the dip in 3x bulls (SOXL semis, TECL tech, LABU biotech). If bonds look washed out it buys TMF (3x long Treasuries). Otherwise it holds BIL (T‑Bills). Rebalances daily.
CheckmarkValue prop
Out-of-sample: 14.45% annualized return, Sharpe ~0.48, Calmar ~0.52 over 500 days. A regime-aware, high-velocity strategy that uses volatility and RSI signals to hedge spikes and buy-the-dip in tech/semis, designed to complement SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.50.290.020.14
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 V2
15,661.11%62.15%0.33%-11.24%1.49
Initial Investment
$10,000.00
Final Value
$1,576,111.10
Regulatory Fees
$2,141.12
Total Slippage
$13,847.19
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical,daily,leveraged etfs,mean reversion,momentum extremes,sector rotation,volatility hedge,long/short
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 V2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"High Win Rate Test V2" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "High Win Rate Test V2" has returned 14.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "High Win Rate Test V2" 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 V2", 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.