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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

A daily, equal‑weight rotation into the 4 strongest of 9 mega‑cap names, using simple “trend and heat” checks to choose between 2x long, inverse, cash, or market hedges. Aims to ride uptrends, buy deep dips, and step aside when markets overheat.
NutHow it works
Each day it ranks 9 big names (AAPL, MSFT, META, GOOG, NVDA, AMZN, MSTR, BRK.B, COST) and buys the best 4, equal‑weighted. It checks trend (short vs medium moving averages) and a “hot/cold” score (RSI). Strong → stock or a 2x long ETF (AAPB, MSFU, GGLL, NVDL, AMZU). Weak → inverse ETF (AAPD, MSFD, GGLS, NVDD, AMZD) or cash (BIL). If the whole market looks overheated, hedge with BTAL+VXX. Rebalances daily.
CheckmarkValue prop
Out-of-sample daily mega-cap rotation into the top 4 names: ~32.2% annualized return vs SPY ~18–19%; higher Sharpe (~1.10 vs ~1.04), lower max drawdown (17.54% vs 18.76%), and better Calmar (~1.84 vs ~1.00).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.330.660.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
57.34%20.09%-1.77%0.2%1.25
Return Rotator | Actively Traded
188.75%53.45%-1%1.89%1.74
Initial Investment
$10,000.00
Final Value
$28,874.51
Regulatory Fees
$149.24
Total Slippage
$881.17
Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, momentum rotation, trend-following, single-stock leveraged etfs, hedging, daily rebalancing
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF
Stocks
AAPL
Apple Inc.
Stocks
AMZD
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
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.

"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 toNVDD, MSTR, AAPDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Return Rotator | Actively Traded " has returned 26.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Return Rotator | Actively Traded " is 17.67%. 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, and options.