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Symphonies
Long Stock Sort
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, contrarian, multi‑asset strategy that buys the 5 recent losers from a list of stock index funds, Treasuries, gold/silver, and Bitcoin, then sizes positions by recent volatility to moderate risk.
NutHow it works
- Look at a menu of funds: broad US stock indexes (and their 2x/3x versions), US Treasury bonds, gold/silver, and a Bitcoin trust. - Rank them by recent 1‑month trend and pick the 5 that have been the weakest (the biggest recent losers). - Size positions using inverse volatility from the last month: calmer funds get larger weights, jumpier ones get smaller weights. - Invest 100% across those 5 and rebalance every trading day.
CheckmarkValue prop
Daily contrarian, multi-asset strategy that buys 5 recent losers and weights by inverse volatility. Out-of-sample: Sharpe ~1.27; annualized return ~30.18% vs SPY ~17.57%; max drawdown ~15.12% vs ~18.76%. Diversified, risk-aware upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.231.60.650.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
282.33%13.47%-1.77%0.2%0.79
Long Stock Sort
6,470.49%48.33%-6.5%1.14%1.29
Initial Investment
$10,000.00
Final Value
$657,049.08
Regulatory Fees
$240.90
Total Slippage
$1,165.10
Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, mean reversion, long-only, leveraged etfs, inverse-vol weighting, daily rebalance
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
DDM
ProShares Ultra Dow30
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
MVV
ProShares Ultra MidCap400
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"Long Stock Sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Long Stock Sort" is currently allocated toTYD, TMF, UMDD, USTandUBT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Long Stock Sort" has returned 26.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Long Stock Sort" is 15.12%. 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 "Long Stock Sort", 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.