Skip to Content
Symphonies
Shorter Term Momentum that Works
Today’s Change
—

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

About

Short‑term, daily‑rebalanced momentum strategy that flips risk on/off. In weak tapes it hedges (VIX, anti‑beta), uses some inverse energy/real estate and Euro/Yen shorts, plus Treasuries/gold. In strong tapes it leans into tech/semis/cyclicals—unless overbought, then it trims.
NutHow it works
Daily it flips offense/defense using short‑term reads: averages of recent returns and an overbought gauge (RSI = speed/heat of recent moves). • If global stocks lag low‑vol stocks → defense, unless a bottoming check signals a bounce. Defense: VIX/anti‑beta hedges, inverse energy/real estate, Euro and Yen shorts, plus Treasuries/gold; if commodities firm, add energy/utilities/health care. • Else → offense with tech/semis/cyclicals; if vol too calm or overbought, trim/hedge.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~17.6% annualized return vs 14.3% for the S&P, Sharpe ~1.52 vs ~0.78, Calmar ~2.83, max drawdown ~6.2% vs ~18.8%, and beta ~0.21—offering stronger upside with tighter risk and less market exposure.

Loading backtest data...

Invest in this strategy
OOS Start Date
Dec 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Short‑term momentum, tactical risk‑on/risk‑off, volatility timing, sector rotation, leveraged/inverse etfs, currencies, commodities, treasuries
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.

"Shorter Term Momentum that Works" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Shorter Term Momentum that Works" is currently allocated toIAI, YCS, SOXX, QQQ, SVXY, DUST, IHI, XLIandKCE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Shorter Term Momentum that Works" has returned 17.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Shorter Term Momentum that Works" is 6.23%. 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 "Shorter Term Momentum that Works", 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.