Skip to Content
Symphonies
Quality Pop Bots - 5% threshold edition
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Buys dips in quality, mostly large‑cap U.S. stocks, but steps to cash or a volatility hedge when the market looks overheated. Holds the 10 names that held up best recently, equal‑weighted. Uses a 5% trading threshold to limit churn.
NutHow it works
RSI is a 0–100 speedometer of recent price moves; <30 = washed‑out, >80 = overheated. 1) If the market (SPXL, a leveraged S&P 500 gauge) is overheated: hold 50% UVXY (volatility‑spike hedge) and 50% BIL (T‑Bills). 2) Else, scan quality stocks. For each: buy if washed‑out, or if the medium trend is up and it just cooled vs bonds (BND); else use BIL. Then keep the 10 that held up best lately and split equally. Only trades when shifts are ~5%+. Focus: large U.S. tech, health care, financials, some industrials/energy.
CheckmarkValue prop
Out-of-sample edge: 18.90% annual return vs S&P 18.57%; max drawdown 12.10% vs 18.76%; Calmar 1.56. Similar risk-adjusted Sharpe with notably stronger downside protection and a disciplined 5% rebalance.
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
317.21%13.59%1.36%5.73%0.81
Quality Pop Bots - 5% threshold edition
4,111.85%39.62%-1.85%12.6%1.94
Initial Investment
$10,000.00
Final Value
$421,184.89
Regulatory Fees
$2,069.13
Total Slippage
$13,605.14
Invest in this strategy
OOS Start Date
Jun 13, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Equities, dip-buying, trend-following, risk management, large-cap growth, volatility hedge, rules-based, rsi
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.

"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 toNVDA, AMZN, AMD, NTESandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Quality Pop Bots - 5% threshold edition" has returned 18.90%. 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, crypto, and options.