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Symphonies
Project Shiny Christmas - Christmas 2023 Competition Entry
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

If SPY looks overheated (RSI>70), hold the two strongest‑trending Treasury ETFs plus UVXY. Otherwise, rotate into the two most volatile sectors with 2x bull ETFs, flipping to 2x inverse if each sector’s leader stock looks overheated. Very high risk.
NutHow it works
It watches the market’s mood with RSI (a 0–100 “speedometer” of recent price moves; above ~70 = overheated). If SPY is overheated, it splits equally into the two Treasury‑bond funds with the strongest recent trend and UVXY (a fear/volatility fund). Otherwise it picks the two bumpiest sectors (last 90 days) and uses 2x bull ETFs—unless a sector’s “leader” stock looks overheated (RSI≥69), then it uses 2x inverse instead.
CheckmarkValue prop
Out-of-sample: aims for higher growth than SPY (≈45% vs 22% annualized) with solid risk control (Calmar ≈1.48). Regime-switch: bonds/UVXY in heat, levered sector momentum otherwise—aiming for bigger upside with controlled drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.212.030.540.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Project Shiny Christmas - Christmas 2023 Competition Entry
41,793.69%52.17%-9.13%-13.12%1.14
Initial Investment
$10,000.00
Final Value
$4,189,369.23
Regulatory Fees
$13,393.23
Total Slippage
$85,366.34
Invest in this strategy
OOS Start Date
Dec 22, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, sector rotation, rsi momentum, leveraged etfs, treasuries, volatility (vix), long/short
Tickers in this symphonyThis symphony trades 38 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BIB
ProShares Ultra NASDAQ Biotechnology
Stocks
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
COST
Costco Wholesale Corp
Stocks
DIG
ProShares Ultra Energy
Stocks
DUG
ProShares UltraShort Energy
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
LLY
Eli Lilly & Co.
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toROM, DIGandUSD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.49%. 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, and options.