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Symphonies
Monthly Rotator
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Monthly, it keeps the 5 recent winners from many rule-sets, sizes toward the calmer ones, and toggles between aggressive big‑tech growth and defensive assets (Treasuries, USD, gold, hedges)—with clear trend checks and a bitcoin sleeve only in uptrends.
NutHow it works
Once a month it scores many rule-based mini-portfolios and keeps the 5 with the best recent gains, giving more weight to the steadier ones (lower volatility). Inside each, simple checks decide risk-on vs risk-off: short- vs long-term trends (moving averages), a speed-of-move score (RSI), and drawdowns. If uptrends hold, it favors big‑tech and even leveraged funds; if not, it shifts to Treasuries/cash, strong USD, gold, hedges, or even avoids bitcoin unless above its 200‑day trend.
CheckmarkValue prop
Out-of-sample Calmar ~0.80 and Sharpe ~0.80 signal solid risk-adjusted returns. Diversified rotations (Treasuries, USD, gold, hedges, selective Bitcoin) aim for steadier drawdowns and upside in growth regimes, offering risk control vs the S&P.

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Invest in this strategy
OOS Start Date
Feb 20, 2025
Trading Setting
Monthly
Type
Stocks
Category
Tactical rotation, momentum, trend-following, risk-on/risk-off, leveraged & inverse etfs, managed futures, volatility hedges, big tech, treasuries, gold, usd, bitcoin
Tickers in this symphonyThis symphony trades 108 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
ASML
ASML Holding NV
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AZN
AstraZeneca PLC
Stocks
BAC
Bank of America Corporation
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BK
Bank of New York Mellon Corporation
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.

"Monthly Rotator" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Monthly Rotator" is currently allocated toUPRO, USDU, EWZ, DBMF, DBC, SPY, TECL, UGL, JEPI, TQQQ, AAPL, FAS, TLT, COSTandVTV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Monthly Rotator" has returned 3.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Monthly Rotator" is 18.72%. 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 "Monthly Rotator", 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.