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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, this strategy outperforms the S&P 500 on risk-adjusted return: ≈31% annualized vs 17%, Sharpe ≈1.31 vs 0.99, and lower drawdown (≈15% vs 19%), with a Calmar ≈2.07. Diversified, mean-reversion across stocks, bonds, gold/silver, and Bitcoin.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.231.610.660.81
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
294.22%14.02%2.19%5.01%0.82
Long Stock Sort
6,590.43%49.48%2.51%-2.1%1.3
Initial Investment
$10,000.00
Final Value
$669,043.37
Regulatory Fees
$236.37
Total Slippage
$1,140.46
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 26 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
DDM
ProShares Ultra Dow30
Stocks
DIA
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 31.35%. 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.