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Symphonies
Quarterly Rotator
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A quarterly, rules-based portfolio that mixes trend-following, short‑term sector “bounce” trades, and diversifiers. It adds leveraged S&P 500 in uptrends, de‑risks in downtrends, and balances with gold, commodities, managed futures, and anti‑beta.
NutHow it works
Every quarter it shifts money among 4 sleeves: 1) Trend sleeve adds risk when the market is rising (even using leveraged S&P 500), cuts risk when falling. 2) Sector “bounce” sleeve buys the worst recent sectors expecting a rebound. 3) Diversifiers (gold, commodities, managed futures, anti-beta). 4) A small fast-reacting sleeve. It gives less weight to jumpier picks.
CheckmarkValue prop
Out-of-sample returns ~36% vs ~22% for SPY; Sharpe ~1.38 vs ~1.20; max drawdown ~16.5% vs ~18.8%. A diversified, rules-based mix of trend, mean-reversion and diversifiers delivers higher risk-adjusted returns with lower downside than S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.690.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
260.56%14.6%-1.77%0.2%0.84
Quarterly Rotator
3,474.86%46.25%-1.19%0.69%1.87
Initial Investment
$10,000.00
Final Value
$357,486.04
Regulatory Fees
$109.47
Total Slippage
$703.60
Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Tactical asset allocation, multi-asset, trend following, mean reversion, sector rotation, leveraged etfs, risk management, diversifiers
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 30.59%. 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.