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Symphonies
Manhattan Spiced with Stocks | BT 03Nov2016
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules‑based strategy that goes on offense in strong markets (favoring tech/semis momentum and leveraged ETFs) and rotates to defense when risk rises (Treasuries, dollar, gold, or inverse/volatility funds). Uses trend and RSI to time dips and rips.
NutHow it works
It’s an offense/defense switch. First, is the S&P 500 (SPY) in a long‑term uptrend? If yes, it rides the strongest areas (often tech/semis) using momentum lists and leveraged funds (TQQQ, SOXL, UPRO, TECL). If prices look “too hot,” it hedges with volatility (UVXY/VIXY) or inverse funds (SQQQ/SOXS). If the trend weakens, it shifts to Treasuries (TMF if rates fall, TMV if rise), dollar (UUP), gold (GLD), staples (XLP), or cash‑like bonds (BSV). It times “dips” and “rips” with RSI, a 0–100 speedometer of recent buying vs selling.
CheckmarkValue prop
Out-of-sample, this tactical system targets big upside: ~49% annualized return with Sharpe above the S&P 500 and Calmar ~1. Yet it carries ~49% max drawdown—suitable for risk-tolerant investors seeking alpha.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
3.250.460.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
284.94%15.82%2.19%5.01%0.89
Manhattan Spiced with Stocks | BT 03Nov2016
49,590,371,095,789.91%1,780.21%15.65%-11.66%3.66
Initial Investment
$10,000.00
Final Value
$4,959,037,109,588,992.00
Regulatory Fees
$12,389,240,455.18
Total Slippage
$13,843,460,503.28
Invest in this strategy
OOS Start Date
Dec 9, 2024
Trading Setting
Threshold 29.2%
Type
Stocks
Category
Tactical allocation, trend following, momentum, leveraged/inverse etfs, volatility hedging, macro regime, risk-on/risk-off
Tickers in this symphonyThis symphony trades 104 assets in total
Ticker
Type
AA
Alcoa Corporation
Stocks
AAPL
Apple Inc.
Stocks
ABG
Asbury Automotive Group, Inc.
Stocks
ACLS
Axcelis Technologies Inc
Stocks
ADBE
Adobe Inc.
Stocks
AEHR
Aehr Test Systems
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALGN
Align Technology Inc
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toASML, MUandAEHR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 49.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.94%. 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 the symphony, 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.