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Symphonies
PWN What More Do You Need | All Dynamic Sorts | 01/25/2024 (DerekN) | BIL Alt Tracking
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tech‑tilted model that rotates among four mini‑strategies (broad tech, AAPL, AMZN, TSLA). Five different “voters” pick the strongest one each day. It can go long, short, hedge with volatility, or sit in T‑bills based on heat/trend signals.
NutHow it works
It splits the portfolio into five “voters.” Each day, every voter ranks four mini‑strategies (broad tech, Apple‑only, Amazon‑only, Tesla‑only) using a different yardstick (short‑term heat, recent trend/return, drawdown, volatility). It then puts ~99% of its slice into the winner and ~1% in T‑bills. Inside each mini‑strategy, simple rules switch between bullish, bearish, or cash using: market “hot/cold” (RSI), trend (moving averages), and stress gauges.
CheckmarkValue prop
Tech‑tilted daily rotation overlay to diversify and hedge a core portfolio. It can provide regime‑dependent diversification versus SPY, but current out‑of‑sample data show negative risk‑adjusted performance and larger drawdowns; best used as a satellite, not core allocation.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.481.410.160.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
18.03%22.48%6.16%5.09%1.73
PWN What More Do You Need | All Dynamic Sorts | 01/25/2024 (DerekN) | BIL Alt Tracking
74.31%97.34%54.26%98.75%1.82
Initial Investment
$10,000.00
Final Value
$17,430.92
Regulatory Fees
$22.57
Total Slippage
$120.92
Invest in this strategy
OOS Start Date
Jan 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation,dynamic model selection,leveraged etfs,trend & mean‑reversion,volatility hedging,tech‑heavy,daily rebalance
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
AAPD
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF
Stocks
AAPL
Apple Inc.
Stocks
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF
Stocks
AMZD
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CSHI
NEOS Enhanced Income 1-3 Month T-Bill ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
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 toVGSH, CSHI, SHY, SGOV, UVXYandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 97.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.22%. 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.