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Symphonies
Monotonic Microblob-δ
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based “risk thermostat” that flips between cash‑like safety, leveraged longs, and leveraged shorts using simple trend/RSI/stress checks, then rotates into the strongest movers. Heavy tech/semis bias; very high risk and turnover.
NutHow it works
Think of this as a daily “risk thermostat.” It reads simple signals: - Trend: is SPY/QQQ above their recent averages? - Heat (RSI): a 0–100 speed gauge; high=hot/overbought, low=cold/oversold. - Stress: big recent drops and whether bonds are beating stocks. If risk-on, it buys a few fast movers (often leveraged tech/semis/small-caps: TQQQ=3x Nasdaq, TECL=3x tech, SOXL=3x semis, HIBL=3x high beta). If risk-off or too hot, it hedges/shorts (SQQQ=3x inverse Nasdaq, TECS/SOXS=3x inverse tech/semis, UVXY=volatility) or parks in T‑bills/low‑beta (BIL, BTAL). A small sleeve plays quick China snap‑backs. Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return ~59% vs SPY ~30%; dynamic risk-management hedges or parks in cash during stress. Tech/semis tilt captures fast movers on rallies while aiming for strong risk-adjusted results (Calmar ~4.26) over 235 days.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.191.20.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
18.24%29.99%2.19%5.01%2.59
Monotonic Microblob-δ
34.44%58.92%-4.64%20.7%1.62
Initial Investment
$10,000.00
Final Value
$13,443.88
Regulatory Fees
$27.77
Total Slippage
$156.56
Invest in this strategy
OOS Start Date
Sep 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical-allocation, risk-on/off, leveraged-etfs, long/short, momentum, mean-reversion, tech/semis, small-caps, treasuries, volatility, china
Tickers in this symphonyThis symphony trades 67 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Daily AAPL Bear 1X Shares
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COM
Direxion Auspice Broad Commodity Strategy ETF
Stocks
DDM
ProShares Ultra Dow30
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DXD
ProShares UltraShort Dow 30
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.

"Monotonic Microblob-δ" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Monotonic Microblob-δ" is currently allocated toDRV, QQQ, LABD, BILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Monotonic Microblob-δ" has returned 58.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Monotonic Microblob-δ" is 13.85%. 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 "Monotonic Microblob-δ", 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.