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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

A monthly, rules-based portfolio. It keeps a core in income and managed futures, then tilts between aggressive big‑tech momentum and safe assets (T‑Bills/Treasurys/hedges) using simple trend, momentum, and risk checks. Optional sleeves include Bitcoin and volatility.
NutHow it works
Once a month it checks simple clues: - Trend: is the short-term average price above the long-term average? If yes, favor growth; if no, favor safety. - Momentum (e.g., RSI): a 0–100 gauge of recent buying vs selling. - Risk: how big recent drops were and how choppy prices are. Then it allocates among: - Core: income (JEPI) + managed futures (DBMF). - Risk‑on: big tech/semis (sometimes 2–3x ETFs). - Risk‑off: T‑Bills/Treasurys, USD, or inverse hedges. - Optional sleeves: Bitcoin, volatility, sectors.
CheckmarkValue prop
Out-of-sample, this strategy offers superior risk-adjusted performance vs the S&P: Sharpe ~0.848 vs ~0.843, Calmar ~0.89, with similar ~16.6% annualized returns and crisis alpha from a diversified income + managed futures core.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.281.010.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
99.66%24.4%1.36%5.73%1.41
Monthly Rotator
350.2%60.82%-0.17%15.03%1.88
Initial Investment
$10,000.00
Final Value
$45,020.26
Regulatory Fees
$24.14
Total Slippage
$152.13
Invest in this strategy
OOS Start Date
Feb 20, 2025
Trading Setting
Monthly
Type
Stocks
Category
Trend-following, momentum, risk-on/off rotation, leveraged etfs, hedging, income, managed futures, volatility, bitcoin, sector rotation
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.

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

"Monthly Rotator" is currently allocated toSOXL, UUP, NVDA, SHY, TECL, JEPI, TQQQ, LLY, FAS, GLD, PG, LTPZandED. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Monthly Rotator" has returned 16.62%. 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, crypto, and options.