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Symphonies
Quality Pop Bots - 5% threshold edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys recent dips in top‑tier stocks, with trend and bond checks. Holds T‑Bills when setups aren’t there. If euphoria flashes, it moves to 50% UVXY/50% T‑Bills as a crash front‑runner. Uses a 5% trade threshold to limit churn.
NutHow it works
At each check, it picks up to 10 big, high‑quality stocks that just fell the most. It buys a stock if: (a) its RSI (a 0–100 “heat” gauge) is very low (<30 = oversold), or (b) its longer trend is OK and bonds say it’s just a dip. If not, that slot sits in T‑Bills (BIL). If the market looks euphoric (a 3× S&P fund’s RSI >80), it shifts to 50% UVXY (spikes when fear jumps) and 50% BIL. Trades only when weights move >5%.
CheckmarkValue prop
Out-of-sample edge: ~19.08% annual return vs SPY 18.23%, lower beta (~0.65), lower volatility (~0.18), smaller max drawdown (12.1% vs 18.8%), and stronger risk-adjusted metrics (Sharpe ~1.06, Calmar ~1.58).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.260.630.380.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
318.89%13.33%-0.15%0.4%0.8
Quality Pop Bots - 5% threshold edition
4,199.22%38.91%-0.88%-0.45%1.91
Initial Investment
$10,000.00
Final Value
$429,921.70
Regulatory Fees
$2,294.32
Total Slippage
$15,148.62
Invest in this strategy
OOS Start Date
Jun 13, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Equities, dip-buying, momentum/mean-reversion, volatility-hedge, large-cap growth, risk-management
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
ADP
Automatic Data Processing
Stocks
AMAT
Applied Materials Inc
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
ANET
Arista Networks
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
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.

"Quality Pop Bots - 5% threshold edition" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Quality Pop Bots - 5% threshold edition" is currently allocated toENPH, MPWR, NVDA, LLY, ANET, LRCXandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Quality Pop Bots - 5% threshold edition" has returned 15.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Quality Pop Bots - 5% threshold edition" is 12.10%. 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 "Quality Pop Bots - 5% threshold edition", 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.