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Symphonies
Mom & Mean Rev (AI) (19,18,2003)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tech‑tilted tactical strategy: ride QQQ when the trend is strong or after sharp dips; otherwise shift into defensive ETFs (consumer staples or bonds) to seek smaller drawdowns while staying opportunistic.
NutHow it works
It’s a daily decision between growth and defense. Growth = QQQ (tracks big tech). If the long‑term trend is up and recent gains are > ~1%, it buys QQQ. If QQQ just dropped fast (RSI, a gauge of how sharply price fell, is very low), it buys QQQ as a dip. Otherwise it moves to defense: XLP (consumer staples) or VBF (a bond fund), choosing the one that fell more recently.
CheckmarkValue prop
A tech-tilted daily rotation that rides growth in uptrends and buys dips, but shifts to defensive staples or bonds to cap losses. Out-of-sample: max drawdown ~4% vs ~5% for SPY, Calmar ~2.79, offering smoother risk with tech upside potential.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.410.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
975.33%10.97%-1.77%0.2%0.65
Mom & Mean Rev (AI) (19,18,2003)
4,785.15%18.59%-2.24%-0.97%1.49
Initial Investment
$10,000.00
Final Value
$488,515.21
Regulatory Fees
$4,237.29
Total Slippage
$24,187.93
Invest in this strategy
OOS Start Date
Jun 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend + mean reversion, nasdaq-100 focus, defensive (staples/bonds), daily rebalanced
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
VBF
INVESCO BOND FUND
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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.

"Mom & Mean Rev (AI) (19,18,2003)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Mom & Mean Rev (AI) (19,18,2003)" is currently allocated toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Mom & Mean Rev (AI) (19,18,2003)" has returned 6.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Mom & Mean Rev (AI) (19,18,2003)" is 4.54%. 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 "Mom & Mean Rev (AI) (19,18,2003)", 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.