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

About

Short-term momentum rotation: picks the two best of five buckets (S&P megacaps, Nasdaq tech, Dow leaders, commodities, bonds) by ~1‑month performance, then buys the strongest names inside each, equally weighted.
NutHow it works
On each check, it looks back ~20 trading days (~1 month) and ranks five buckets: S&P 500 megacaps, Nasdaq tech/growth, Dow 30 leaders, commodity ETFs, and bond ETFs. It buys the top two buckets 50/50. Inside them it buys the recent top 3 stocks (stock buckets), top 2 commodity ETFs, or top 3 bond ETFs, all equal-weight. It shifts when leaders change or weights drift ~5%.
CheckmarkValue prop
Out-of-sample: annualized return 33.95% vs SPY 22.57%; Sharpe ~1.43 vs ~1.37; Calmar ~1.39. A momentum-rotation strategy across stocks, commodities, and bonds delivers stronger upside and better risk-adjusted performance than the S&P 500, with higher drawdowns to capture extra gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.470.130.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
224.19%14.39%0.54%-0.34%0.81
New Symphony
1,094.78%32.78%-1.63%4.24%1.31
Initial Investment
$10,000.00
Final Value
$119,477.83
Regulatory Fees
$760.64
Total Slippage
$4,840.24
Invest in this strategy
OOS Start Date
Sep 17, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Short-term momentum, tactical rotation, multi-asset, us large-cap, commodities, bonds, equal-weight, trend following
Tickers in this symphonyThis symphony trades 55 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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.

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

"New Symphony" is currently allocated toXOM, JNJ, AMGN, HON, UNHandTRV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "New Symphony" has returned 29.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "New Symphony" is 24.44%. 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 "New 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, and options.