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Quarterly Rotator
Today’s Change

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

About

A quarterly “meta‑rotator” that picks the three mini‑strategies working best lately, sizes them by stability, and inside each follows simple trend/mean‑reversion rules using stocks, sectors, Treasuries, and diversifiers (gold, commodities, managed futures, anti‑beta).
NutHow it works
Each quarter it ranks many small rule-sets by their last ~60 days of performance, keeps the best three, and splits money so steadier ones get more (inverse‑volatility). Inside those picks it uses simple rules: trend (price vs 200‑day average), short‑term “heat” (RSI: 0–100), and mean‑reversion (buy recent laggards) across stocks, sectors, bonds, gold, USD, etc.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns with fewer drawdowns vs the S&P 500. OOS: ~36.4% annualized vs 21.6%; Sharpe ~1.38 vs 1.20; drawdown ~16.5% vs 18.8%; Calmar ~2.20. Diversified quarterly meta-rotator.

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Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, sector rotation, mean reversion, trend following, risk-on/risk-off, managed futures, gold & commodities, market-neutral
Tickers in this symphonyThis symphony trades 145 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ABT
Abbott Laboratories
Stocks
ACN
Accenture PLC
Stocks
ADBE
Adobe Inc.
Stocks
ADI
Analog Devices, Inc.
Stocks
ADP
Automatic Data Processing
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
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.

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

"Quarterly Rotator" is currently allocated toWDAY, ADP, NFLX, ADBE, AVGO, KDP, PANW, PEP, PYPL, TXN, UUP, LIN, HON, UPS, LULU, ACN, SBUX, UNH, TSLA, HD, QID, AMD, CRM, CHTR, PG, NKE, INTU, MDLZ, COSTandSNPS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Quarterly Rotator" has returned 32.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Quarterly Rotator" is 16.55%. 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 "Quarterly Rotator", 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.