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Symphonies
[monthly] ?? NASDAQ-X DeETF | $Deez | BT - 14NOV2019 - AR: 346.1% DD: 38.8% - Live
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A monthly, rules-based plan that uses SPY’s RSI to shift between defense (VIXM), caution (small 3× ETF exposure with lots of cash), or offense (the 3 strongest large stocks), equal-weighted, with leftover kept in cash.
NutHow it works
Monthly, it checks SPY (an S&P 500 fund) using RSI—a 0–100 gauge of how strong recent up-days are vs down-days. If RSI>77: go 100% to VIXM (a volatility fund that often rises when stocks fall). If RSI<30: put 10% in the 2 best of TECL/TNA/SPXL (3× bull funds), 90% cash. Otherwise: put 90% equally in the 3 strongest big stocks (mostly tech/defense), 10% cash.
CheckmarkValue prop
This strategy beats SPY on risk-adjusted upside: OOS annualized return 42.8% vs SPY 21.5%, OOS Sharpe ~1.36, and low beta ~0.81. A rules-based RSI regime system with cash buffers and volatility hedges. Note higher drawdown risk (22%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.960.320.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
546.02%15.01%1.36%5.73%0.92
[monthly] ?? NASDAQ-X DeETF | $Deez | BT - 14NOV2019 - AR: 346.1% DD: 38.8% - Live
26,647.34%52.05%3.41%13.62%1.61
Initial Investment
$10,000.00
Final Value
$2,674,733.54
Regulatory Fees
$1,308.99
Total Slippage
$8,762.93
Invest in this strategy
OOS Start Date
Jun 14, 2023
Trading Setting
Monthly
Type
Stocks
Category
Tactical asset allocation, momentum, market timing, volatility hedge, leveraged etfs, large-cap tech tilt, monthly rebalance, cash overlay
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toGOOGL, AMGNandAAPL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.15%. 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.