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Symphonies
Loops 2 DD/Dev Ret 10.4.23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑driven strategy that rides tech/Nasdaq uptrends with leveraged ETFs, buys sharp dips, and moves to Treasuries, dollar, gold, or inverse ETFs when trends weaken. Decisions use RSI, recent returns, volatility, and price vs trend. High risk.
NutHow it works
It first checks if stocks look stronger than cash using RSI (a 0–100 “heat” score of recent price moves). If yes, it picks one fast ETF (often 3x tech/Nasdaq). If not, it shifts to hedges: inverse ETFs, Treasuries, dollar, gold, or Staples. It buys dips when RSI is very low, cuts risk when price falls below trend (20/200‑day averages), and flips short in crashes. It chooses whichever mini‑model has worked best lately.
CheckmarkValue prop
Out-of-sample, this rule-based, multi-model strategy rotates toward leveraged tech in upswings and hedges to safety in downturns. It aims for higher upside (≈59% annualized) vs the S&P (≈25%), with solid risk-adjusted returns (Calmar ≈1.38).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.981.430.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
75.44%18.81%-1.77%0.2%1.21
Loops 2 DD/Dev Ret 10.4.23
3,468.29%199.18%0.96%24.88%2.3
Initial Investment
$10,000.00
Final Value
$356,828.93
Regulatory Fees
$1,960.22
Total Slippage
$12,124.86
Invest in this strategy
OOS Start Date
Oct 4, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, trend-following, mean reversion, leveraged etfs, long/short, crash protection, volatility-based, tech-heavy, multi-model ensemble
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF
Stocks
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
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.

"Loops 2 DD/Dev Ret 10.4.23" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Loops 2 DD/Dev Ret 10.4.23" is currently allocated toLABU, YANGandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Loops 2 DD/Dev Ret 10.4.23" has returned 58.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Loops 2 DD/Dev Ret 10.4.23" is 43.14%. 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 "Loops 2 DD/Dev Ret 10.4.23", 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.