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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, high‑win‑rate swing strategy. If markets are very hot it hides in T‑Bills or buys volatility; if tech/semis/biotech are washed out it buys 3x bull ETFs; if they’re overheated it uses 3x inverse ETFs; occasional bond bounce via TMF.
NutHow it works
Rebalanced daily. It watches a simple “heat” score (RSI, 0–100; high=stretched up, low=oversold). If broad markets look very hot, it either parks in cash-like T‑Bills (BIL) or buys volatility (UVXY, tends to rise when fear spikes). If tech/semis/biotech look washed out, it buys 3x bulls: SOXL (semis), TECL (tech), LABU (biotech). If they look overheated, it flips to 3x bears: SOXS (semis), TECS (tech). Sometimes it buys TMF (long Treasuries) after big drops.
CheckmarkValue prop
Out-of-sample: ~13.4% annualized vs SPY ~17.5%; max drawdown ~27.7% vs ~18.8%; Sharpe ~0.46 vs ~1.00. Uses volatility hedges (UVXY/BIL) and 3x sector bets for diversification and potential regime-shift alpha.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.490.290.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
285.97%13.44%0.54%-0.34%0.79
High Win Rate Test V2
15,800.12%60.52%0.28%0.86%1.47
Initial Investment
$10,000.00
Final Value
$1,590,012.44
Regulatory Fees
$2,117.13
Total Slippage
$13,847.19
Invest in this strategy
OOS Start Date
Jul 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, mean reversion, leveraged etfs, volatility hedge, sector rotation, daily rebalance, short-term
Tickers in this symphonyThis symphony trades 14 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
SMH
VanEck Semiconductor ETF
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

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 12.77%. 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, and options.