Skip to Content
Symphonies
Long Stock Sort
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, buy the 5 weakest recent performers across stock, bond, gold/silver, and Bitcoin funds (incl. some leveraged), then weight safer ones more using inverse volatility. Rebalanced daily; leftover cash if needed.
NutHow it works
Every day it looks at a broad set of funds: U.S. stocks (S&P 500/SPY, Nasdaq 100/QQQ, Dow/DIA, mid- and small-caps), Treasuries (TLT, IEF), gold/silver (GLD, SLV), and Bitcoin (GBTC), plus some 2x/3x versions. It picks the 5 that have been weakest vs their last 30 days, then gives bigger weights to the steadier ones (lower 30‑day volatility) and smaller weights to the jumpier ones. It rebalances daily; any unfilled remainder stays in cash.
CheckmarkValue prop
Out-of-sample, this cross-asset mean-reversion strategy delivers ~30% annual return with ~15% max drawdown and Sharpe ~1.27, exceeding SPY’s ~17.6% return, ~18.8% drawdown, and ~1.0 Sharpe, plus higher alpha and Calmar ~2.0.

Loading backtest data...

Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, mean reversion, inverse-vol weighting, daily rebalance, leveraged etfs, cross-asset
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 31.56%. 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.