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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

Buys the 5 most recently beaten‑down funds across stocks, Treasuries, gold/silver, and Bitcoin, then sizes positions by recent volatility so calmer funds get more weight. Rebalanced daily.
NutHow it works
Each day it reviews a basket of broad funds (US stocks, Treasuries, gold/silver, Bitcoin). It compares each fund’s price to its 30‑day average and buys the 5 that sit most below that average (recent losers). It then gives smaller weights to the bumpier funds and larger weights to steadier ones. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.48 vs S&P ~0.98; annualized return ~37.8% vs 17.9%; drawdown ~15% vs 19%; beta ~0.91; Calmar ~2.50. Cross-asset mean-reversion with inverse-vol sizing and daily rebalancing delivers stronger, lower-risk-adjusted upside relative to the S&P.

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Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset rotation, mean reversion, inverse-vol weighting, leveraged etfs, daily rebalance
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.

"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, UBTandTNA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Long Stock Sort" has returned 37.83%. 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, crypto, and options.