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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, all‑in‑one portfolio of playbooks. It picks the three that have worked best recently, giving more weight to calmer ones. Mixes leveraged stock/bond barbell, sector mean‑reversion, momentum, and diversifiers like gold and managed futures.
NutHow it works
Each quarter it looks back ~2 months, ranks many mini‑portfolios, and funds the top 3, giving more to the steadier ones. Menus include: a stocks‑vs‑Treasuries barbell (often with 3x funds), buy‑the‑dip in weak sectors, simple momentum in index funds, and diversifiers (gold, commodities, managed‑futures FMF, defensive BTAL). It flips risk on/off using long‑term trends, recent losses, and RSI (a 0–100 score of recent up vs down days).
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted returns vs the S&P: Sharpe 1.66 vs 1.20, annualized 46.6% vs 22.4%, max drawdown 16.6% vs 18.8%, Calmar 2.82 over 454 days. Diversified, rotation-driven risk management.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.690.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
266.79%15.29%1.36%5.73%0.87
Quarterly Rotator
3,736.79%49.07%-1.18%14.85%1.95
Initial Investment
$10,000.00
Final Value
$383,679.09
Regulatory Fees
$100.82
Total Slippage
$647.13
Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Multi-strategy, quarterly rotation, risk-on/risk-off, sector mean reversion, trend/momentum, leveraged etfs, global sectors, managed futures, gold/commodities
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.

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

"Quarterly Rotator" is currently allocated toUPRO, AVGO, TMF, NVDA, TQQQ, TSLAandAMD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Quarterly Rotator" has returned 46.62%. 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, crypto, and options.