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Symphonies
Return Rotator | Actively Traded
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rotates daily into the 4 strongest of 9 well‑known stocks. Hedges when the market looks overheated, buys Nasdaq dips when washed out, and otherwise rides or shorts each stock’s trend using leveraged ETFs or cash.
NutHow it works
Each day it ranks 9 big stocks by 5‑day return and buys the top 4 equally. For each holding: if the market looks too hot (RSI very high on QQQ/SPY), shift to hedges (BTAL/VXX). If Nasdaq looks washed out (RSI very low on TQQQ), buy 2x QLD. Otherwise follow the stock’s trend: above short‑term averages = long (often 2x); below = 1x bear ETF or cash‑like T‑Bills (BIL). RSI is a 0–100 hot/cold gauge; moving averages are recent‑price averages.
CheckmarkValue prop
Out-of-sample, this strategy targets ~33% annualized returns vs ~19.5% for the S&P, with Sharpe ~1.09 vs ~1.03, Calmar ~2.03, drawdown 16.4% vs 18.8%, and beta ~0.81—delivering higher upside with lower market risk.

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Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Daily rotation, trend-following, dip-buying, mega-cap tech, leveraged etfs, inverse etfs, hedging (btal/vxx), cash in t-bills, active trading
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.

"Return Rotator | Actively Traded " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Return Rotator | Actively Traded " is currently allocated toMETA, MSFD, AAPBandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Return Rotator | Actively Traded " has returned 33.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Return Rotator | Actively Traded " is 16.35%. 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 "Return Rotator | Actively Traded ", 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.